ladanyi@942
|
1 |
#ifndef LEMON_SIMANN_H
|
ladanyi@942
|
2 |
#define LEMON_SIMANN_H
|
ladanyi@918
|
3 |
|
ladanyi@966
|
4 |
#include <cstdlib>
|
ladanyi@966
|
5 |
#include <cmath>
|
ladanyi@966
|
6 |
#include <sys/time.h>
|
ladanyi@966
|
7 |
|
ladanyi@942
|
8 |
namespace lemon {
|
ladanyi@918
|
9 |
|
ladanyi@942
|
10 |
const double INFTY = 1e24;
|
ladanyi@918
|
11 |
|
ladanyi@942
|
12 |
class SimAnnBase {
|
ladanyi@918
|
13 |
public:
|
ladanyi@942
|
14 |
class Controller;
|
ladanyi@942
|
15 |
private:
|
ladanyi@942
|
16 |
Controller *controller;
|
ladanyi@942
|
17 |
protected:
|
ladanyi@942
|
18 |
double curr_cost;
|
ladanyi@942
|
19 |
double prev_cost;
|
ladanyi@942
|
20 |
double best_cost;
|
ladanyi@918
|
21 |
|
ladanyi@942
|
22 |
virtual void mutate() = 0;
|
ladanyi@942
|
23 |
virtual void revert() = 0;
|
ladanyi@942
|
24 |
virtual void saveAsBest() = 0;
|
ladanyi@942
|
25 |
public:
|
ladanyi@942
|
26 |
SimAnnBase() {
|
ladanyi@942
|
27 |
curr_cost = prev_cost = best_cost = INFTY;
|
ladanyi@942
|
28 |
}
|
ladanyi@957
|
29 |
void setController(Controller &_controller) {
|
ladanyi@957
|
30 |
controller = &_controller;
|
ladanyi@957
|
31 |
controller->setBase(this);
|
ladanyi@957
|
32 |
}
|
ladanyi@957
|
33 |
double getCurrCost() { return curr_cost; }
|
ladanyi@957
|
34 |
double getPrevCost() { return prev_cost; }
|
ladanyi@942
|
35 |
double getBestCost() { return best_cost; }
|
ladanyi@942
|
36 |
void run() {
|
ladanyi@966
|
37 |
controller->init();
|
ladanyi@942
|
38 |
while (controller->next()) {
|
ladanyi@942
|
39 |
mutate();
|
ladanyi@957
|
40 |
if (controller->accept()) {
|
ladanyi@942
|
41 |
controller->acceptEvent();
|
ladanyi@942
|
42 |
if (curr_cost < best_cost) {
|
ladanyi@942
|
43 |
saveAsBest();
|
ladanyi@942
|
44 |
controller->improveEvent();
|
ladanyi@942
|
45 |
}
|
ladanyi@942
|
46 |
}
|
ladanyi@942
|
47 |
else {
|
ladanyi@942
|
48 |
revert();
|
ladanyi@942
|
49 |
controller->rejectEvent();
|
ladanyi@942
|
50 |
}
|
ladanyi@918
|
51 |
}
|
ladanyi@918
|
52 |
}
|
ladanyi@918
|
53 |
|
ladanyi@1000
|
54 |
/*! \brief A base class for controllers. */
|
ladanyi@942
|
55 |
class Controller {
|
ladanyi@942
|
56 |
public:
|
ladanyi@957
|
57 |
SimAnnBase *base;
|
ladanyi@966
|
58 |
virtual void init() {}
|
ladanyi@1000
|
59 |
/*! \brief This is called when a neighbouring state gets accepted. */
|
ladanyi@942
|
60 |
virtual void acceptEvent() {}
|
ladanyi@1000
|
61 |
/*! \brief This is called when the accepted neighbouring state's cost is
|
ladanyi@1000
|
62 |
* less than the best found one's.
|
ladanyi@1000
|
63 |
*/
|
ladanyi@942
|
64 |
virtual void improveEvent() {}
|
ladanyi@1000
|
65 |
/*! \brief This is called when a neighbouring state gets rejected. */
|
ladanyi@942
|
66 |
virtual void rejectEvent() {}
|
ladanyi@957
|
67 |
virtual void setBase(SimAnnBase *_base) { base = _base; }
|
ladanyi@1000
|
68 |
/*! */
|
ladanyi@942
|
69 |
virtual bool next() = 0;
|
ladanyi@1000
|
70 |
/*! */
|
ladanyi@957
|
71 |
virtual bool accept() = 0;
|
ladanyi@942
|
72 |
};
|
ladanyi@942
|
73 |
};
|
ladanyi@918
|
74 |
|
ladanyi@942
|
75 |
template <typename E>
|
ladanyi@942
|
76 |
class SimAnn : public SimAnnBase {
|
ladanyi@942
|
77 |
private:
|
ladanyi@942
|
78 |
E *curr_ent;
|
ladanyi@942
|
79 |
E *best_ent;
|
ladanyi@942
|
80 |
public:
|
ladanyi@957
|
81 |
SimAnn() : SimAnnBase() {}
|
ladanyi@957
|
82 |
void setEntity(E &ent) {
|
ladanyi@957
|
83 |
curr_ent = new E(ent);
|
ladanyi@957
|
84 |
best_ent = new E(ent);
|
ladanyi@942
|
85 |
}
|
ladanyi@942
|
86 |
E getBestEntity() { return *best_ent; }
|
ladanyi@942
|
87 |
void mutate() {
|
ladanyi@942
|
88 |
curr_ent->mutate();
|
ladanyi@942
|
89 |
}
|
ladanyi@942
|
90 |
void revert() {
|
ladanyi@942
|
91 |
curr_ent->revert();
|
ladanyi@942
|
92 |
}
|
ladanyi@942
|
93 |
void saveAsBest() {
|
ladanyi@942
|
94 |
*best_ent = *curr_ent;
|
ladanyi@942
|
95 |
best_cost = curr_cost;
|
ladanyi@942
|
96 |
}
|
ladanyi@942
|
97 |
};
|
ladanyi@942
|
98 |
|
ladanyi@956
|
99 |
class EntitySkeleton {
|
ladanyi@942
|
100 |
public:
|
ladanyi@966
|
101 |
/*! \brief Makes a minor change to the entity.
|
ladanyi@966
|
102 |
* \return the new cost
|
ladanyi@966
|
103 |
*/
|
ladanyi@942
|
104 |
double mutate() { return 0.0; }
|
ladanyi@966
|
105 |
/*! \brief Restores the entity to its previous state i.e. reverts the
|
ladanyi@966
|
106 |
* effects of the last mutate.
|
ladanyi@966
|
107 |
*/
|
ladanyi@942
|
108 |
void revert() {}
|
ladanyi@942
|
109 |
};
|
ladanyi@942
|
110 |
|
ladanyi@966
|
111 |
/*! \brief A simple controller for the simulated annealing class.
|
ladanyi@966
|
112 |
* \todo Find a way to set the various parameters.
|
ladanyi@966
|
113 |
*/
|
ladanyi@956
|
114 |
class SimpleController : public SimAnnBase::Controller {
|
ladanyi@956
|
115 |
public:
|
ladanyi@956
|
116 |
long iter, last_impr, max_iter, max_no_impr;
|
ladanyi@1000
|
117 |
double temp, ann_fact;
|
ladanyi@1000
|
118 |
/*! \param _max_iter maximum number of iterations
|
ladanyi@1000
|
119 |
* \param _max_no_impr maximum number of consecutive iterations which do
|
ladanyi@1000
|
120 |
* not yield a better solution
|
ladanyi@1000
|
121 |
* \param _temp initial temperature
|
ladanyi@1000
|
122 |
* \param _ann_fact annealing factor
|
ladanyi@1000
|
123 |
*/
|
ladanyi@1000
|
124 |
SimpleController(long _max_iter = 500000, long _max_no_impr = 20000,
|
ladanyi@1000
|
125 |
double _temp = 1000, double _ann_fact = 0.9999) : iter(0), last_impr(0),
|
ladanyi@1000
|
126 |
max_iter(_max_iter), max_no_impr(_max_no_impr), temp(_temp),
|
ladanyi@1000
|
127 |
ann_fact(_ann_fact) {}
|
ladanyi@956
|
128 |
void acceptEvent() {
|
ladanyi@956
|
129 |
iter++;
|
ladanyi@956
|
130 |
}
|
ladanyi@956
|
131 |
void improveEvent() {
|
ladanyi@956
|
132 |
last_impr = iter;
|
ladanyi@956
|
133 |
}
|
ladanyi@956
|
134 |
void rejectEvent() {
|
ladanyi@956
|
135 |
iter++;
|
ladanyi@956
|
136 |
}
|
ladanyi@956
|
137 |
bool next() {
|
ladanyi@1000
|
138 |
temp *= ann_fact;
|
ladanyi@956
|
139 |
bool quit = (iter > max_iter) || (iter - last_impr > max_no_impr);
|
ladanyi@956
|
140 |
return !quit;
|
ladanyi@956
|
141 |
}
|
ladanyi@957
|
142 |
bool accept() {
|
ladanyi@966
|
143 |
return (drand48() <= exp(base->getPrevCost() - base->getCurrCost() /
|
ladanyi@966
|
144 |
temp));
|
ladanyi@966
|
145 |
}
|
ladanyi@966
|
146 |
};
|
ladanyi@966
|
147 |
|
ladanyi@966
|
148 |
/*! \brief A controller with preset running time for the simulated annealing
|
ladanyi@966
|
149 |
* class.
|
ladanyi@966
|
150 |
* \todo Find a better name.
|
ladanyi@966
|
151 |
*/
|
ladanyi@966
|
152 |
class AdvancedController : public SimAnnBase::Controller {
|
ladanyi@966
|
153 |
private:
|
ladanyi@1000
|
154 |
/*! \param time the elapsed time in seconds */
|
ladanyi@1000
|
155 |
double threshold(double time) { return 0.0; }
|
ladanyi@966
|
156 |
public:
|
ladanyi@1000
|
157 |
double alpha, beta, gamma;
|
ladanyi@1000
|
158 |
double end_time, start_time;
|
ladanyi@966
|
159 |
double avg_cost;
|
ladanyi@1000
|
160 |
double temp, ann_fact;
|
ladanyi@1000
|
161 |
/*! \param _end_time running_time
|
ladanyi@1000
|
162 |
* \param _alpha parameter used to calculate the running average
|
ladanyi@1000
|
163 |
* \param _beta parameter used to decrease the annealing factor
|
ladanyi@1000
|
164 |
* \param _gamma parameter used to increase the temperature
|
ladanyi@1000
|
165 |
*/
|
ladanyi@1000
|
166 |
AdvancedController(double _end_time, double _alpha = 0.2,
|
ladanyi@1000
|
167 |
double _beta = 0.9, double _gamma = 1.2) : alpha(_alpha), beta(_beta),
|
ladanyi@1000
|
168 |
gamma(_gamma), end_time(_end_time) {}
|
ladanyi@966
|
169 |
void init() {
|
ladanyi@966
|
170 |
timeval tv;
|
ladanyi@966
|
171 |
gettimeofday(&tv, 0);
|
ladanyi@966
|
172 |
start_time = tv.tv_sec + double(tv.tv_usec) / 1e6;
|
ladanyi@966
|
173 |
}
|
ladanyi@966
|
174 |
void acceptEvent() {
|
ladanyi@966
|
175 |
avg_cost = alpha * base->getCurrCost() + (1.0 - alpha) * avg_cost;
|
ladanyi@966
|
176 |
}
|
ladanyi@966
|
177 |
void improveEvent() {
|
ladanyi@966
|
178 |
}
|
ladanyi@966
|
179 |
void rejectEvent() {
|
ladanyi@966
|
180 |
}
|
ladanyi@966
|
181 |
bool next() {
|
ladanyi@966
|
182 |
timeval tv;
|
ladanyi@966
|
183 |
gettimeofday(&tv, 0);
|
ladanyi@966
|
184 |
double elapsed_time = tv.tv_sec + double(tv.tv_usec) / 1e6 - start_time;
|
ladanyi@1000
|
185 |
if (fabs(avg_cost - base->getBestCost()) > threshold(elapsed_time)) {
|
ladanyi@1000
|
186 |
// decrease the annealing factor
|
ladanyi@1000
|
187 |
ann_fact *= beta;
|
ladanyi@1000
|
188 |
}
|
ladanyi@1000
|
189 |
else {
|
ladanyi@1000
|
190 |
// increase the temperature
|
ladanyi@1000
|
191 |
temp *= gamma;
|
ladanyi@1000
|
192 |
}
|
ladanyi@1000
|
193 |
temp *= ann_fact;
|
ladanyi@966
|
194 |
return elapsed_time < end_time;
|
ladanyi@966
|
195 |
}
|
ladanyi@966
|
196 |
bool accept() {
|
ladanyi@966
|
197 |
return (drand48() <= exp(base->getPrevCost() - base->getCurrCost() /
|
ladanyi@966
|
198 |
temp));
|
ladanyi@956
|
199 |
}
|
ladanyi@956
|
200 |
};
|
ladanyi@956
|
201 |
|
ladanyi@942
|
202 |
}
|
ladanyi@918
|
203 |
|
ladanyi@918
|
204 |
#endif
|