[1956] | 1 | /* -*- C++ -*- |
---|
| 2 | * |
---|
| 3 | * This file is a part of LEMON, a generic C++ optimization library |
---|
| 4 | * |
---|
| 5 | * Copyright (C) 2003-2006 |
---|
| 6 | * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport |
---|
| 7 | * (Egervary Research Group on Combinatorial Optimization, EGRES). |
---|
| 8 | * |
---|
| 9 | * Permission to use, modify and distribute this software is granted |
---|
| 10 | * provided that this copyright notice appears in all copies. For |
---|
| 11 | * precise terms see the accompanying LICENSE file. |
---|
| 12 | * |
---|
| 13 | * This software is provided "AS IS" with no warranty of any kind, |
---|
| 14 | * express or implied, and with no claim as to its suitability for any |
---|
| 15 | * purpose. |
---|
| 16 | * |
---|
| 17 | */ |
---|
| 18 | |
---|
[1633] | 19 | #ifndef LEMON_SIMANN_H |
---|
| 20 | #define LEMON_SIMANN_H |
---|
| 21 | |
---|
| 22 | /// \ingroup experimental |
---|
| 23 | /// \file |
---|
| 24 | /// \brief Simulated annealing framework. |
---|
[1847] | 25 | /// |
---|
| 26 | /// \todo A test and some demo should be added |
---|
| 27 | /// \todo Doc should be improved |
---|
[1633] | 28 | /// \author Akos Ladanyi |
---|
| 29 | |
---|
| 30 | #include <cstdlib> |
---|
| 31 | #include <cmath> |
---|
[1918] | 32 | #include <limits> |
---|
[1633] | 33 | #include <lemon/time_measure.h> |
---|
[2229] | 34 | #include <lemon/random.h> |
---|
[2035] | 35 | |
---|
[1633] | 36 | namespace lemon { |
---|
| 37 | |
---|
[1932] | 38 | class SimAnnBase; |
---|
| 39 | |
---|
[1918] | 40 | /// \brief A base class for controllers. |
---|
[1633] | 41 | class ControllerBase { |
---|
[1918] | 42 | public: |
---|
[1633] | 43 | friend class SimAnnBase; |
---|
[1918] | 44 | /// \brief Pointer to the simulated annealing base class. |
---|
[1633] | 45 | SimAnnBase *simann; |
---|
[1918] | 46 | /// \brief Initializes the controller. |
---|
[1633] | 47 | virtual void init() {} |
---|
[1918] | 48 | /// \brief This is called by the simulated annealing class when a |
---|
| 49 | /// neighbouring state gets accepted. |
---|
[1633] | 50 | virtual void acceptEvent() {} |
---|
[1918] | 51 | /// \brief This is called by the simulated annealing class when the |
---|
| 52 | /// accepted neighbouring state's cost is less than the best found one's. |
---|
[1633] | 53 | virtual void improveEvent() {} |
---|
[1918] | 54 | /// \brief This is called by the simulated annealing class when a |
---|
| 55 | /// neighbouring state gets rejected. |
---|
[1633] | 56 | virtual void rejectEvent() {} |
---|
[1918] | 57 | /// \brief Decides whether to continue the annealing process or not. |
---|
[1633] | 58 | virtual bool next() = 0; |
---|
[1918] | 59 | /// \brief Decides whether to accept the current solution or not. |
---|
[1633] | 60 | virtual bool accept() = 0; |
---|
[1918] | 61 | /// \brief Destructor. |
---|
| 62 | virtual ~ControllerBase() {} |
---|
[1633] | 63 | }; |
---|
| 64 | |
---|
[1918] | 65 | /// \brief Skeleton of an entity class. |
---|
[1633] | 66 | class EntityBase { |
---|
| 67 | public: |
---|
[1918] | 68 | /// \brief Makes a minor change to the entity. |
---|
| 69 | /// \return the new cost |
---|
[1633] | 70 | virtual double mutate() = 0; |
---|
[1918] | 71 | /// \brief Restores the entity to its previous state i.e. reverts the |
---|
| 72 | /// effects of the last mutate(). |
---|
[1633] | 73 | virtual void revert() = 0; |
---|
[1918] | 74 | /// \brief Makes a copy of the entity. |
---|
[1633] | 75 | virtual EntityBase* clone() = 0; |
---|
[1918] | 76 | /// \brief Makes a major change to the entity. |
---|
[1633] | 77 | virtual void randomize() = 0; |
---|
[1918] | 78 | /// \brief Destructor. |
---|
| 79 | virtual ~EntityBase() {} |
---|
[1633] | 80 | }; |
---|
| 81 | |
---|
[1918] | 82 | /// \brief Simulated annealing abstract base class. |
---|
[2304] | 83 | /// |
---|
[1918] | 84 | /// Can be used to derive a custom simulated annealing class if \ref SimAnn |
---|
| 85 | /// doesn't fit your needs. |
---|
[1633] | 86 | class SimAnnBase { |
---|
| 87 | private: |
---|
[1918] | 88 | /// \brief Pointer to the controller. |
---|
[1633] | 89 | ControllerBase *controller; |
---|
[1918] | 90 | /// \brief Cost of the current solution. |
---|
[1633] | 91 | double curr_cost; |
---|
[1918] | 92 | /// \brief Cost of the best solution. |
---|
[1633] | 93 | double best_cost; |
---|
[1918] | 94 | /// \brief Cost of the previous solution. |
---|
[1633] | 95 | double prev_cost; |
---|
[1918] | 96 | /// \brief Cost of the solution preceding the previous one. |
---|
[1633] | 97 | double prev_prev_cost; |
---|
[1918] | 98 | /// \brief Number of iterations. |
---|
[1633] | 99 | long iter; |
---|
[1918] | 100 | /// \brief Number of iterations which did not improve the solution since |
---|
| 101 | /// the last improvement. |
---|
[1633] | 102 | long last_impr; |
---|
| 103 | protected: |
---|
[1918] | 104 | /// \brief Step to a neighbouring state. |
---|
[1633] | 105 | virtual double mutate() = 0; |
---|
[1918] | 106 | /// \brief Reverts the last mutate(). |
---|
[1633] | 107 | virtual void revert() = 0; |
---|
[1918] | 108 | /// \brief Saves the current solution as the best one. |
---|
[1633] | 109 | virtual void saveAsBest() = 0; |
---|
[1918] | 110 | /// \brief Does initializations before each run. |
---|
[1633] | 111 | virtual void init() { |
---|
| 112 | controller->init(); |
---|
| 113 | curr_cost = prev_cost = prev_prev_cost = best_cost = |
---|
| 114 | std::numeric_limits<double>::infinity(); |
---|
| 115 | iter = last_impr = 0; |
---|
| 116 | } |
---|
| 117 | public: |
---|
[1918] | 118 | /// \brief Sets the controller class to use. |
---|
[1633] | 119 | void setController(ControllerBase &_controller) { |
---|
| 120 | controller = &_controller; |
---|
| 121 | controller->simann = this; |
---|
| 122 | } |
---|
[1918] | 123 | /// \brief Returns the cost of the current solution. |
---|
[1633] | 124 | double getCurrCost() const { return curr_cost; } |
---|
[1918] | 125 | /// \brief Returns the cost of the previous solution. |
---|
[1633] | 126 | double getPrevCost() const { return prev_cost; } |
---|
[1918] | 127 | /// \brief Returns the cost of the best solution. |
---|
[1633] | 128 | double getBestCost() const { return best_cost; } |
---|
[1918] | 129 | /// \brief Returns the number of iterations done. |
---|
[1633] | 130 | long getIter() const { return iter; } |
---|
[1918] | 131 | /// \brief Returns the ordinal number of the last iteration when the |
---|
| 132 | /// solution was improved. |
---|
[1633] | 133 | long getLastImpr() const { return last_impr; } |
---|
[1918] | 134 | /// \brief Performs one iteration. |
---|
[1633] | 135 | bool step() { |
---|
| 136 | iter++; |
---|
| 137 | prev_prev_cost = prev_cost; |
---|
| 138 | prev_cost = curr_cost; |
---|
| 139 | curr_cost = mutate(); |
---|
| 140 | if (controller->accept()) { |
---|
| 141 | controller->acceptEvent(); |
---|
| 142 | last_impr = iter; |
---|
| 143 | if (curr_cost < best_cost) { |
---|
| 144 | best_cost = curr_cost; |
---|
| 145 | saveAsBest(); |
---|
| 146 | controller->improveEvent(); |
---|
| 147 | } |
---|
| 148 | } |
---|
| 149 | else { |
---|
| 150 | revert(); |
---|
| 151 | curr_cost = prev_cost; |
---|
| 152 | prev_cost = prev_prev_cost; |
---|
| 153 | controller->rejectEvent(); |
---|
| 154 | } |
---|
| 155 | return controller->next(); |
---|
| 156 | } |
---|
[1918] | 157 | /// \brief Performs a given number of iterations. |
---|
| 158 | /// \param n the number of iterations |
---|
[1633] | 159 | bool step(int n) { |
---|
| 160 | for(; n > 0 && step(); --n) ; |
---|
| 161 | return !n; |
---|
| 162 | } |
---|
[1918] | 163 | /// \brief Starts the annealing process. |
---|
[1633] | 164 | void run() { |
---|
| 165 | init(); |
---|
| 166 | do { } while (step()); |
---|
| 167 | } |
---|
[1918] | 168 | /// \brief Destructor. |
---|
| 169 | virtual ~SimAnnBase() {} |
---|
[1633] | 170 | }; |
---|
| 171 | |
---|
[2370] | 172 | /// \ingroup metah |
---|
| 173 | /// |
---|
[1918] | 174 | /// \brief Simulated annealing class. |
---|
[1633] | 175 | class SimAnn : public SimAnnBase { |
---|
| 176 | private: |
---|
[1918] | 177 | /// \brief Pointer to the current entity. |
---|
[1633] | 178 | EntityBase *curr_ent; |
---|
[1918] | 179 | /// \brief Pointer to the best entity. |
---|
[1633] | 180 | EntityBase *best_ent; |
---|
[1918] | 181 | /// \brief Does initializations before each run. |
---|
[1633] | 182 | void init() { |
---|
| 183 | SimAnnBase::init(); |
---|
| 184 | if (best_ent) delete best_ent; |
---|
| 185 | best_ent = NULL; |
---|
| 186 | curr_ent->randomize(); |
---|
| 187 | } |
---|
| 188 | public: |
---|
[1918] | 189 | /// \brief Constructor. |
---|
[1633] | 190 | SimAnn() : curr_ent(NULL), best_ent(NULL) {} |
---|
[1918] | 191 | /// \brief Destructor. |
---|
[1633] | 192 | virtual ~SimAnn() { |
---|
| 193 | if (best_ent) delete best_ent; |
---|
| 194 | } |
---|
[1918] | 195 | /// \brief Step to a neighbouring state. |
---|
[1633] | 196 | double mutate() { |
---|
| 197 | return curr_ent->mutate(); |
---|
| 198 | } |
---|
[1918] | 199 | /// \brief Reverts the last mutate(). |
---|
[1633] | 200 | void revert() { |
---|
| 201 | curr_ent->revert(); |
---|
| 202 | } |
---|
[1918] | 203 | /// \brief Saves the current solution as the best one. |
---|
[1633] | 204 | void saveAsBest() { |
---|
| 205 | if (best_ent) delete best_ent; |
---|
| 206 | best_ent = curr_ent->clone(); |
---|
| 207 | } |
---|
[1918] | 208 | /// \brief Sets the current entity. |
---|
[1633] | 209 | void setEntity(EntityBase &_ent) { |
---|
| 210 | curr_ent = &_ent; |
---|
| 211 | } |
---|
[1918] | 212 | /// \brief Returns a copy of the best found entity. |
---|
[1633] | 213 | EntityBase* getBestEntity() { return best_ent->clone(); } |
---|
| 214 | }; |
---|
| 215 | |
---|
[1918] | 216 | /// \brief A simple controller for the simulated annealing class. |
---|
[2304] | 217 | /// |
---|
[1918] | 218 | /// This controller starts from a given initial temperature and evenly |
---|
| 219 | /// decreases it. |
---|
[1633] | 220 | class SimpleController : public ControllerBase { |
---|
[1918] | 221 | private: |
---|
| 222 | /// \brief Maximum number of iterations. |
---|
| 223 | long max_iter; |
---|
| 224 | /// \brief Maximum number of iterations which do not improve the |
---|
| 225 | /// solution. |
---|
| 226 | long max_no_impr; |
---|
| 227 | /// \brief Temperature. |
---|
| 228 | double temp; |
---|
| 229 | /// \brief Annealing factor. |
---|
| 230 | double ann_fact; |
---|
| 231 | /// \brief Constructor. |
---|
| 232 | /// \param _max_iter maximum number of iterations |
---|
| 233 | /// \param _max_no_impr maximum number of consecutive iterations which do |
---|
| 234 | /// not yield a better solution |
---|
| 235 | /// \param _temp initial temperature |
---|
| 236 | /// \param _ann_fact annealing factor |
---|
[1633] | 237 | public: |
---|
| 238 | SimpleController(long _max_iter = 500000, long _max_no_impr = 20000, |
---|
| 239 | double _temp = 1000.0, double _ann_fact = 0.9999) : max_iter(_max_iter), |
---|
| 240 | max_no_impr(_max_no_impr), temp(_temp), ann_fact(_ann_fact) |
---|
| 241 | { |
---|
| 242 | } |
---|
[1918] | 243 | /// \brief This is called when a neighbouring state gets accepted. |
---|
[1633] | 244 | void acceptEvent() {} |
---|
[1918] | 245 | /// \brief This is called when the accepted neighbouring state's cost is |
---|
| 246 | /// less than the best found one's. |
---|
[1633] | 247 | void improveEvent() {} |
---|
[1918] | 248 | /// \brief This is called when a neighbouring state gets rejected. |
---|
[1633] | 249 | void rejectEvent() {} |
---|
[1918] | 250 | /// \brief Decides whether to continue the annealing process or not. Also |
---|
| 251 | /// decreases the temperature. |
---|
[1633] | 252 | bool next() { |
---|
| 253 | temp *= ann_fact; |
---|
| 254 | bool quit = (simann->getIter() > max_iter) || |
---|
| 255 | (simann->getIter() - simann->getLastImpr() > max_no_impr); |
---|
| 256 | return !quit; |
---|
| 257 | } |
---|
[1918] | 258 | /// \brief Decides whether to accept the current solution or not. |
---|
[1633] | 259 | bool accept() { |
---|
[1918] | 260 | double cost_diff = simann->getCurrCost() - simann->getPrevCost(); |
---|
[2242] | 261 | return (rnd() <= exp(-(cost_diff / temp))); |
---|
[1633] | 262 | } |
---|
[1918] | 263 | /// \brief Destructor. |
---|
| 264 | virtual ~SimpleController() {} |
---|
[1633] | 265 | }; |
---|
| 266 | |
---|
[1918] | 267 | /// \brief A controller with preset running time for the simulated annealing |
---|
| 268 | /// class. |
---|
[2304] | 269 | /// |
---|
[1918] | 270 | /// With this controller you can set the running time of the annealing |
---|
| 271 | /// process in advance. It works the following way: the controller measures |
---|
| 272 | /// a kind of divergence. The divergence is the difference of the average |
---|
| 273 | /// cost of the recently found solutions the cost of the best found one. In |
---|
| 274 | /// case this divergence is greater than a given threshold, then we decrease |
---|
| 275 | /// the annealing factor, that is we cool the system faster. In case the |
---|
| 276 | /// divergence is lower than the threshold, then we increase the temperature. |
---|
| 277 | /// The threshold is a function of the elapsed time which reaches zero at the |
---|
| 278 | /// desired end time. |
---|
[1633] | 279 | class AdvancedController : public ControllerBase { |
---|
| 280 | private: |
---|
[1918] | 281 | /// \brief Timer class to measure the elapsed time. |
---|
[1633] | 282 | Timer timer; |
---|
[1918] | 283 | /// \brief Calculates the threshold value. |
---|
| 284 | /// \param time the elapsed time in seconds |
---|
[1633] | 285 | virtual double threshold(double time) { |
---|
| 286 | return (-1.0) * start_threshold / end_time * time + start_threshold; |
---|
| 287 | } |
---|
[1918] | 288 | /// \brief Parameter used to calculate the running average. |
---|
| 289 | double alpha; |
---|
| 290 | /// \brief Parameter used to decrease the annealing factor. |
---|
| 291 | double beta; |
---|
| 292 | /// \brief Parameter used to increase the temperature. |
---|
| 293 | double gamma; |
---|
| 294 | /// \brief The time at the end of the algorithm. |
---|
| 295 | double end_time; |
---|
| 296 | /// \brief The time at the start of the algorithm. |
---|
| 297 | double start_time; |
---|
| 298 | /// \brief Starting threshold. |
---|
| 299 | double start_threshold; |
---|
| 300 | /// \brief Average cost of recent solutions. |
---|
| 301 | double avg_cost; |
---|
| 302 | /// \brief Temperature. |
---|
| 303 | double temp; |
---|
| 304 | /// \brief Annealing factor. |
---|
| 305 | double ann_fact; |
---|
| 306 | /// \brief Initial annealing factor. |
---|
| 307 | double init_ann_fact; |
---|
| 308 | /// \brief True when the annealing process has been started. |
---|
| 309 | bool start; |
---|
[1633] | 310 | public: |
---|
[1918] | 311 | /// \brief Constructor. |
---|
| 312 | /// \param _end_time running time in seconds |
---|
| 313 | /// \param _alpha parameter used to calculate the running average |
---|
| 314 | /// \param _beta parameter used to decrease the annealing factor |
---|
| 315 | /// \param _gamma parameter used to increase the temperature |
---|
| 316 | /// \param _ann_fact initial annealing factor |
---|
[1633] | 317 | AdvancedController(double _end_time, double _alpha = 0.2, |
---|
| 318 | double _beta = 0.9, double _gamma = 1.6, double _ann_fact = 0.9999) : |
---|
| 319 | alpha(_alpha), beta(_beta), gamma(_gamma), end_time(_end_time), |
---|
[1918] | 320 | ann_fact(_ann_fact), init_ann_fact(_ann_fact), start(false) |
---|
[1633] | 321 | { |
---|
| 322 | } |
---|
[1918] | 323 | /// \brief Does initializations before each run. |
---|
[1633] | 324 | void init() { |
---|
| 325 | avg_cost = simann->getCurrCost(); |
---|
| 326 | } |
---|
[1918] | 327 | /// \brief This is called when a neighbouring state gets accepted. |
---|
[1633] | 328 | void acceptEvent() { |
---|
| 329 | avg_cost = alpha * simann->getCurrCost() + (1.0 - alpha) * avg_cost; |
---|
[1918] | 330 | if (!start) { |
---|
[1633] | 331 | static int cnt = 0; |
---|
| 332 | cnt++; |
---|
| 333 | if (cnt >= 100) { |
---|
| 334 | // calculate starting threshold and starting temperature |
---|
| 335 | start_threshold = 5.0 * fabs(simann->getBestCost() - avg_cost); |
---|
| 336 | temp = 10000.0; |
---|
[1918] | 337 | start = true; |
---|
[1847] | 338 | timer.restart(); |
---|
[1633] | 339 | } |
---|
| 340 | } |
---|
| 341 | } |
---|
[1918] | 342 | /// \brief Decides whether to continue the annealing process or not. |
---|
[1633] | 343 | bool next() { |
---|
[1918] | 344 | if (!start) { |
---|
[1633] | 345 | return true; |
---|
| 346 | } |
---|
| 347 | else { |
---|
[1918] | 348 | double elapsed_time = timer.realTime(); |
---|
[1633] | 349 | if (fabs(avg_cost - simann->getBestCost()) > threshold(elapsed_time)) { |
---|
| 350 | // decrease the annealing factor |
---|
| 351 | ann_fact *= beta; |
---|
| 352 | } |
---|
| 353 | else { |
---|
| 354 | // increase the temperature |
---|
| 355 | temp *= gamma; |
---|
| 356 | // reset the annealing factor |
---|
| 357 | ann_fact = init_ann_fact; |
---|
| 358 | } |
---|
| 359 | temp *= ann_fact; |
---|
| 360 | return elapsed_time < end_time; |
---|
| 361 | } |
---|
| 362 | } |
---|
[1918] | 363 | /// \brief Decides whether to accept the current solution or not. |
---|
[1633] | 364 | bool accept() { |
---|
[1918] | 365 | if (!start) { |
---|
[1633] | 366 | return true; |
---|
| 367 | } |
---|
| 368 | else { |
---|
[1918] | 369 | double cost_diff = simann->getCurrCost() - simann->getPrevCost(); |
---|
[2242] | 370 | return (rnd() <= exp(-(cost_diff / temp))); |
---|
[1633] | 371 | } |
---|
| 372 | } |
---|
[1918] | 373 | /// \brief Destructor. |
---|
| 374 | virtual ~AdvancedController() {} |
---|
[1633] | 375 | }; |
---|
| 376 | |
---|
| 377 | } |
---|
| 378 | |
---|
| 379 | #endif |
---|