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