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#ifndef LEMON_SIMANN_H
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#define LEMON_SIMANN_H
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/// \ingroup experimental
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/// \file
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/// \brief Simulated annealing framework.
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///
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/// \todo A test and some demo should be added
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/// \todo Doc should be improved
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/// \author Akos Ladanyi
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#include <cstdlib>
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#include <cmath>
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#include <lemon/time_measure.h>
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namespace lemon {
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/// \addtogroup experimental
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/// @{
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/*! \brief A base class for controllers. */
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class ControllerBase {
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friend class SimAnnBase;
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public:
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/*! \brief Pointer to the simulated annealing base class. */
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SimAnnBase *simann;
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/*! \brief Initializes the controller. */
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virtual void init() {}
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/*! \brief This is called when a neighbouring state gets accepted. */
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virtual void acceptEvent() {}
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/*! \brief This is called when the accepted neighbouring state's cost is
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* less than the best found one's.
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*/
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virtual void improveEvent() {}
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/*! \brief This is called when a neighbouring state gets rejected. */
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virtual void rejectEvent() {}
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/*! \brief Decides whether to continue the annealing process or not. */
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virtual bool next() = 0;
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/*! \brief Decides whether to accept the current solution or not. */
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virtual bool accept() = 0;
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};
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/*! \brief Skeleton of an entity class. */
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class EntityBase {
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public:
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/*! \brief Makes a minor change to the entity.
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* \return the new cost
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*/
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virtual double mutate() = 0;
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/*! \brief Restores the entity to its previous state i.e. reverts the
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* effects of the last mutate().
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*/
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virtual void revert() = 0;
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/*! \brief Makes a copy of the entity. */
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virtual EntityBase* clone() = 0;
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/*! \brief Makes a major change to the entity. */
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virtual void randomize() = 0;
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};
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/*! \brief Simulated annealing base class. */
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class SimAnnBase {
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private:
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/*! Pointer to the controller. */
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ControllerBase *controller;
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/*! \brief Cost of the current solution. */
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double curr_cost;
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/*! \brief Cost of the best solution. */
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double best_cost;
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/*! \brief Cost of the previous solution. */
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double prev_cost;
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/*! \brief Cost of the solution preceding the previous one. */
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double prev_prev_cost;
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/*! \brief Number of iterations. */
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long iter;
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/*! \brief Number of iterations which did not improve the solution since
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* the last improvement. */
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long last_impr;
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protected:
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/*! \brief Step to a neighbouring state. */
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virtual double mutate() = 0;
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/*! \brief Reverts the last mutate(). */
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virtual void revert() = 0;
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/*! \brief Saves the current solution as the best one. */
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virtual void saveAsBest() = 0;
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/*! \brief Does initializations before each run. */
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virtual void init() {
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controller->init();
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curr_cost = prev_cost = prev_prev_cost = best_cost =
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std::numeric_limits<double>::infinity();
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iter = last_impr = 0;
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}
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public:
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/*! \brief Sets the controller class to use. */
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void setController(ControllerBase &_controller) {
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controller = &_controller;
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controller->simann = this;
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}
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/*! \brief Returns the cost of the current solution. */
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double getCurrCost() const { return curr_cost; }
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/*! \brief Returns the cost of the previous solution. */
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double getPrevCost() const { return prev_cost; }
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/*! \brief Returns the cost of the best solution. */
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double getBestCost() const { return best_cost; }
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/*! \brief Returns the number of iterations. */
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long getIter() const { return iter; }
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/*! \brief Returns the number of the last iteration when the solution was
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* improved.
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*/
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long getLastImpr() const { return last_impr; }
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/*! \brief Performs one iteration. */
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bool step() {
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iter++;
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prev_prev_cost = prev_cost;
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prev_cost = curr_cost;
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curr_cost = mutate();
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if (controller->accept()) {
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controller->acceptEvent();
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last_impr = iter;
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if (curr_cost < best_cost) {
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best_cost = curr_cost;
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saveAsBest();
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controller->improveEvent();
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}
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}
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else {
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revert();
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curr_cost = prev_cost;
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prev_cost = prev_prev_cost;
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controller->rejectEvent();
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}
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return controller->next();
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}
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/*! \brief Performs a given number of iterations.
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* \param n the number of iterations
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*/
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bool step(int n) {
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for(; n > 0 && step(); --n) ;
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return !n;
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}
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/*! \brief Starts the annealing process. */
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void run() {
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init();
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do { } while (step());
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}
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};
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/*! \brief Simulated annealing class. */
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class SimAnn : public SimAnnBase {
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private:
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/*! \brief Pointer to the current entity. */
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EntityBase *curr_ent;
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/*! \brief Pointer to the best entity. */
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EntityBase *best_ent;
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/*! \brief Does initializations before each run. */
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void init() {
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SimAnnBase::init();
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if (best_ent) delete best_ent;
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best_ent = NULL;
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curr_ent->randomize();
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}
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public:
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/*! \brief Constructor. */
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SimAnn() : curr_ent(NULL), best_ent(NULL) {}
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/*! \brief Destructor. */
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virtual ~SimAnn() {
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if (best_ent) delete best_ent;
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}
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/*! \brief Step to a neighbouring state. */
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double mutate() {
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return curr_ent->mutate();
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}
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/*! \brief Reverts the last mutate(). */
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void revert() {
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curr_ent->revert();
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}
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/*! \brief Saves the current solution as the best one. */
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void saveAsBest() {
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if (best_ent) delete best_ent;
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best_ent = curr_ent->clone();
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}
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/*! \brief Sets the current entity. */
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void setEntity(EntityBase &_ent) {
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curr_ent = &_ent;
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}
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/*! \brief Returns a copy of the best found entity. */
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EntityBase* getBestEntity() { return best_ent->clone(); }
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};
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/*! \brief A simple controller for the simulated annealing class. */
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class SimpleController : public ControllerBase {
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public:
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/*! \brief Maximum number of iterations. */
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long max_iter;
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/*! \brief Maximum number of iterations which do not improve the
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* solution. */
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long max_no_impr;
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/*! \brief Temperature. */
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double temp;
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/*! \brief Annealing factor. */
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double ann_fact;
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/*! \brief Constructor.
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* \param _max_iter maximum number of iterations
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* \param _max_no_impr maximum number of consecutive iterations which do
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* not yield a better solution
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* \param _temp initial temperature
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* \param _ann_fact annealing factor
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*/
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SimpleController(long _max_iter = 500000, long _max_no_impr = 20000,
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double _temp = 1000.0, double _ann_fact = 0.9999) : max_iter(_max_iter),
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max_no_impr(_max_no_impr), temp(_temp), ann_fact(_ann_fact)
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{
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srand48(time(0));
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}
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/*! \brief This is called when a neighbouring state gets accepted. */
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void acceptEvent() {}
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/*! \brief This is called when the accepted neighbouring state's cost is
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* less than the best found one's.
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*/
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void improveEvent() {}
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/*! \brief This is called when a neighbouring state gets rejected. */
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void rejectEvent() {}
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/*! \brief Decides whether to continue the annealing process or not. Also
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* decreases the temperature. */
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bool next() {
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temp *= ann_fact;
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bool quit = (simann->getIter() > max_iter) ||
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(simann->getIter() - simann->getLastImpr() > max_no_impr);
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return !quit;
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}
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/*! \brief Decides whether to accept the current solution or not. */
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bool accept() {
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double cost_diff = simann->getPrevCost() - simann->getCurrCost();
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return (drand48() <= exp(cost_diff / temp));
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}
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};
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/*! \brief A controller with preset running time for the simulated annealing
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* class.
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*
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* With this controller you can set the running time of the annealing
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* process in advance. It works the following way: the controller measures
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* a kind of divergence. The divergence is the difference of the average
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* cost of the recently found solutions the cost of the best found one. In
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* case this divergence is greater than a given threshold, then we decrease
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* the annealing factor, that is we cool the system faster. In case the
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* divergence is lower than the threshold, then we increase the temperature.
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* The threshold is a function of the elapsed time which reaches zero at the
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* desired end time.
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*/
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class AdvancedController : public ControllerBase {
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private:
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Timer timer;
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/*! \param time the elapsed time in seconds */
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virtual double threshold(double time) {
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return (-1.0) * start_threshold / end_time * time + start_threshold;
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}
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public:
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double alpha;
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double beta;
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double gamma;
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/*! \brief The time at the end of the algorithm. */
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double end_time;
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/*! \brief The time at the start of the algorithm. */
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double start_time;
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/*! \brief Starting threshold. */
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double start_threshold;
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/*! \brief Average cost of recent solutions. */
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double avg_cost;
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/*! \brief Temperature. */
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double temp;
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/*! \brief Annealing factor. */
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double ann_fact;
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/*! \brief Initial annealing factor. */
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double init_ann_fact;
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bool warmup;
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/*! \brief Constructor.
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* \param _end_time running time in seconds
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* \param _alpha parameter used to calculate the running average
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* \param _beta parameter used to decrease the annealing factor
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* \param _gamma parameter used to increase the temperature
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* \param _ann_fact initial annealing factor
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*/
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AdvancedController(double _end_time, double _alpha = 0.2,
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double _beta = 0.9, double _gamma = 1.6, double _ann_fact = 0.9999) :
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alpha(_alpha), beta(_beta), gamma(_gamma), end_time(_end_time),
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ann_fact(_ann_fact), init_ann_fact(_ann_fact), warmup(true)
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{
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srand48(time(0));
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}
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void init() {
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avg_cost = simann->getCurrCost();
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}
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/*! \brief This is called when a neighbouring state gets accepted. */
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void acceptEvent() {
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avg_cost = alpha * simann->getCurrCost() + (1.0 - alpha) * avg_cost;
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if (warmup) {
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static int cnt = 0;
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cnt++;
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if (cnt >= 100) {
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// calculate starting threshold and starting temperature
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start_threshold = 5.0 * fabs(simann->getBestCost() - avg_cost);
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temp = 10000.0;
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warmup = false;
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timer.restart();
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}
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}
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}
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/*! \brief Decides whether to continue the annealing process or not. */
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alpar@1633
|
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bool next() {
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alpar@1633
|
310 |
if (warmup) {
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alpar@1633
|
311 |
return true;
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alpar@1633
|
312 |
}
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alpar@1633
|
313 |
else {
|
alpar@1633
|
314 |
double elapsed_time = timer.getRealTime();
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alpar@1633
|
315 |
if (fabs(avg_cost - simann->getBestCost()) > threshold(elapsed_time)) {
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alpar@1633
|
316 |
// decrease the annealing factor
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alpar@1633
|
317 |
ann_fact *= beta;
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alpar@1633
|
318 |
}
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alpar@1633
|
319 |
else {
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alpar@1633
|
320 |
// increase the temperature
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alpar@1633
|
321 |
temp *= gamma;
|
alpar@1633
|
322 |
// reset the annealing factor
|
alpar@1633
|
323 |
ann_fact = init_ann_fact;
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alpar@1633
|
324 |
}
|
alpar@1633
|
325 |
temp *= ann_fact;
|
alpar@1633
|
326 |
return elapsed_time < end_time;
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alpar@1633
|
327 |
}
|
alpar@1633
|
328 |
}
|
alpar@1633
|
329 |
/*! \brief Decides whether to accept the current solution or not. */
|
alpar@1633
|
330 |
bool accept() {
|
alpar@1633
|
331 |
if (warmup) {
|
alpar@1633
|
332 |
// we accept eveything during the "warm up" phase
|
alpar@1633
|
333 |
return true;
|
alpar@1633
|
334 |
}
|
alpar@1633
|
335 |
else {
|
alpar@1633
|
336 |
double cost_diff = simann->getPrevCost() - simann->getCurrCost();
|
alpar@1633
|
337 |
if (cost_diff < 0.0) {
|
alpar@1633
|
338 |
return (drand48() <= exp(cost_diff / temp));
|
alpar@1633
|
339 |
}
|
alpar@1633
|
340 |
else {
|
alpar@1633
|
341 |
return true;
|
alpar@1633
|
342 |
}
|
alpar@1633
|
343 |
}
|
alpar@1633
|
344 |
}
|
alpar@1633
|
345 |
};
|
alpar@1633
|
346 |
|
alpar@1633
|
347 |
/// @}
|
alpar@1633
|
348 |
|
alpar@1633
|
349 |
}
|
alpar@1633
|
350 |
|
alpar@1633
|
351 |
#endif
|