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221 lines
5.4 KiB
221 lines
5.4 KiB
2 years ago
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////////////////////////////////////////////////////////////////////////////////
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// Copyright © 2018 Jérémie Dumas
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//
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// Permission is hereby granted, free of charge, to any person obtaining a copy
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// of this software and associated documentation files (the "Software"), to deal
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// in the Software without restriction, including without limitation the rights
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// to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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// copies of the Software, and to permit persons to whom the Software is
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// furnished to do so, subject to the following conditions:
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//
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// The above copyright notice and this permission notice shall be included in
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// all copies or substantial portions of the Software.
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//
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// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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// IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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// FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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// AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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// LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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// OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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// SOFTWARE.
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////////////////////////////////////////////////////////////////////////////////
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#include <mma/MMASolver.h>
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#include <iostream>
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#include <cstdio>
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#include <cstdlib>
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#include <cstring>
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#include <cmath>
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#include <random>
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void ObjSens(double *x, double *x0, int n, int m, double *f, double *df, double *g, double *dg);
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// Math helpers
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void Print(double *x, int n);
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double Min(double d1, double d2);
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double Max(double d1, double d2);
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int Min(int d1, int d2);
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int Max(int d1, int d2);
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double Abs(double d1);
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int main(int argc, char *argv[]) {
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std::cout<<"///////////////////////////////////////////////////"<<std::endl;
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std::cout<<"Test the MMA algorithm"<<std::endl;
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std::cout<<"///////////////////////////////////////////////////"<<std::endl;
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int dims = 2;
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int npts = 6;
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int n = npts*dims;
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int m = 1;
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double Xmin = 0.0;
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double Xmax = 10.0;
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double movlim = 0.05;
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double *x = new double[n];
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double *xold = new double[n];
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double *x0 = new double[n];
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double *f = new double[1];
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double *df = new double[n];
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double *g = new double[m];
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double *dg = new double[n*m];
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double *xmin = new double[n];
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double *xmax = new double[n];
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std::default_random_engine gen;
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std::uniform_real_distribution<double> dist(Xmin, Xmax);
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for (int i = 0; i < n; ++i) {
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x[i] = dist(gen);
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x0[i] = xold[i] = x[i];
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x[i] -= 1.0;
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}
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Print(x, n);
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for (int i = 0; i < n; ++i) {
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x[i] = dist(gen);
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}
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Print(x, n);
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// Initialize MMA
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MMASolver *mma = new MMASolver(n,m);
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mma->ConstraintModification(true);
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double ch = 1.0;
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int itr = 0;
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while (ch > 0.0002 && itr<1000) {
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itr++;
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ObjSens(x,x0,n,m,f,df,g,dg);
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// Set outer move limits
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for (int i=0;i<n;i++) {
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xmax[i] = Min(Xmax, x[i] + movlim);
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xmin[i] = Max(Xmin, x[i] - movlim);
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}
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// Call the update method
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mma->Update(x,df,g,dg,xmin,xmax);
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// Compute infnorm on design change
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ch = 0.0;
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for (int i=0;i<n;i++) {
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ch = Max(ch,Abs(x[i]-xold[i]));
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xold[i] = x[i];
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}
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// Print to screen
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printf("it.: %d, obj.: %f, ch.: %f \n",itr, f[0], ch);
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}
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Print(x, n);
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// Deallocate
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delete mma;
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return 0;
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}
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void Print(double *x, int n) {
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std::cout << "x:";
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for (int i=0;i<n;i++) {
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std::cout << " " << x[i];
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}
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std::cout << std::endl;
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}
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void PrintDg(double *dg, int n, int m, int c) {
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std::cout << "dg_i:";
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for (int i=0;i<n;i++) {
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std::cout << " " << dg[i*m+c];
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}
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std::cout << std::endl;
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}
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double SquaredNorm(double x, double y) {
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return x*x + y*y;
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}
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template<typename T, typename U>
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double safepow(T x, U n) {
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double y = std::pow(x, n);
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if (std::isinf(y)) {
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return 1e10;
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} else {
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return y;
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}
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}
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void ObjSens(
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double *x, double *x0, int n, int m, double *f, double *df, double *g, double *dg)
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{
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f[0] = 0.0;
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for (int i=0;i<n;i++) {
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f[0] += x[i];
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}
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for (int i=0;i<n;i++) {
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df[i] = 1;
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}
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std::fill_n(dg, n*m, 0.0);
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const int dims = 2;
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const int npts = n / dims;
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const double max_distance = 0.2;
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const double softmax_power = 2.0;
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double s = 0;
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for (int i = 0; i < npts; ++i) {
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double *a = x + i*dims;
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double *b = x0 + i*dims;
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double y[2] = {a[0] - b[0], a[1] - b[1]};
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double r2 = SquaredNorm(y[0], y[1]);
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double dr = softmax_power * safepow(r2, softmax_power - 1.0);
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s += safepow(r2, softmax_power);
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dg[dims*i+0] += dr * 2.0 * y[0];
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dg[dims*i+1] += dr * 2.0 * y[1];
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}
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g[0] = safepow(s / npts, 1.0 / softmax_power) - max_distance;
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for (int i = 0; i < n; ++i) {
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dg[i] *= (1.0 / npts) * (1.0 / softmax_power) * safepow(s / npts, 1.0 / softmax_power - 1.0);
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}
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// for (int k=0;k<q;++k) {
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// int i = e[2*k+0];
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// int j = e[2*k+1];
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// double z[2];
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// double r = SpringEnergy(x+2*i, x+2*j, z) - 1.0;
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// s += safepow(r, p);
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// for (int d = 0; d < 2; ++d) {
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// dg[m*(2*i+d)] += p * safepow(r, p - 1.0) * z[d];
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// dg[m*(2*j+d)] -= p * safepow(r, p - 1.0) * z[d];
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// }
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// }
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// g[0] = safepow(s / q, 1.0 / p) - 0.2;
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// for (int i=0; i<n*m; ++i) {
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// dg[i] *= (1.0 / q) * (1.0 / p) * safepow(s / q, 1.0 / p - 1.0);
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// }
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std::cout << g[0] << std::endl;
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//PrintDg(dg, n, m, 0);
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}
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double Min(double d1, double d2) {
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return d1<d2 ? d1 : d2;
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}
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double Max(double d1, double d2) {
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return d1>d2 ? d1 : d2;
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}
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int Min(int d1, int d2) {
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return d1<d2 ? d1 : d2;
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}
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int Max(int d1, int d2) {
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return d1>d2 ? d1 : d2;
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}
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double Abs(double d1) {
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return d1>0 ? d1 : -1.0*d1;
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}
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