lemon/simann.h
author deba
Fri, 31 Aug 2007 08:40:49 +0000
changeset 2469 d6f12a9b5cbf
parent 2370 ed6539025f27
child 2553 bfced05fa852
permissions -rw-r--r--
Invalid assignments ambiguity handling
alpar@1956
     1
/* -*- C++ -*-
alpar@1956
     2
 *
alpar@1956
     3
 * This file is a part of LEMON, a generic C++ optimization library
alpar@1956
     4
 *
alpar@2391
     5
 * Copyright (C) 2003-2007
alpar@1956
     6
 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport
alpar@1956
     7
 * (Egervary Research Group on Combinatorial Optimization, EGRES).
alpar@1956
     8
 *
alpar@1956
     9
 * Permission to use, modify and distribute this software is granted
alpar@1956
    10
 * provided that this copyright notice appears in all copies. For
alpar@1956
    11
 * precise terms see the accompanying LICENSE file.
alpar@1956
    12
 *
alpar@1956
    13
 * This software is provided "AS IS" with no warranty of any kind,
alpar@1956
    14
 * express or implied, and with no claim as to its suitability for any
alpar@1956
    15
 * purpose.
alpar@1956
    16
 *
alpar@1956
    17
 */
alpar@1956
    18
alpar@1633
    19
#ifndef LEMON_SIMANN_H
alpar@1633
    20
#define LEMON_SIMANN_H
alpar@1633
    21
alpar@1633
    22
/// \ingroup experimental
alpar@1633
    23
/// \file
alpar@1633
    24
/// \brief Simulated annealing framework.
alpar@1847
    25
///
alpar@1847
    26
/// \todo A test and some demo should be added
alpar@1847
    27
/// \todo Doc should be improved
alpar@1633
    28
/// \author Akos Ladanyi
alpar@1633
    29
alpar@1633
    30
#include <cstdlib>
alpar@1633
    31
#include <cmath>
ladanyi@1918
    32
#include <limits>
alpar@1633
    33
#include <lemon/time_measure.h>
deba@2229
    34
#include <lemon/random.h>
deba@2035
    35
alpar@1633
    36
namespace lemon {
alpar@1633
    37
deba@1932
    38
  class SimAnnBase;
deba@1932
    39
ladanyi@1918
    40
  /// \brief A base class for controllers.
alpar@1633
    41
  class ControllerBase {
ladanyi@1918
    42
  public:
alpar@1633
    43
    friend class SimAnnBase;
ladanyi@1918
    44
    /// \brief Pointer to the simulated annealing base class.
alpar@1633
    45
    SimAnnBase *simann;
ladanyi@1918
    46
    /// \brief Initializes the controller.
alpar@1633
    47
    virtual void init() {}
ladanyi@1918
    48
    /// \brief This is called by the simulated annealing class when a
ladanyi@1918
    49
    /// neighbouring state gets accepted.
alpar@1633
    50
    virtual void acceptEvent() {}
ladanyi@1918
    51
    /// \brief This is called by the simulated annealing class when the
ladanyi@1918
    52
    /// accepted neighbouring state's cost is less than the best found one's.
alpar@1633
    53
    virtual void improveEvent() {}
ladanyi@1918
    54
    /// \brief This is called by the simulated annealing class when a
ladanyi@1918
    55
    /// neighbouring state gets rejected.
alpar@1633
    56
    virtual void rejectEvent() {}
ladanyi@1918
    57
    /// \brief Decides whether to continue the annealing process or not.
alpar@1633
    58
    virtual bool next() = 0;
ladanyi@1918
    59
    /// \brief Decides whether to accept the current solution or not.
alpar@1633
    60
    virtual bool accept() = 0;
ladanyi@1918
    61
    /// \brief Destructor.
ladanyi@1918
    62
    virtual ~ControllerBase() {}
alpar@1633
    63
  };
alpar@1633
    64
ladanyi@1918
    65
  /// \brief Skeleton of an entity class.
alpar@1633
    66
  class EntityBase {
alpar@1633
    67
  public:
ladanyi@1918
    68
    /// \brief Makes a minor change to the entity.
ladanyi@1918
    69
    /// \return the new cost
alpar@1633
    70
    virtual double mutate() = 0;
ladanyi@1918
    71
    /// \brief Restores the entity to its previous state i.e. reverts the
ladanyi@1918
    72
    /// effects of the last mutate().
alpar@1633
    73
    virtual void revert() = 0;
ladanyi@1918
    74
    /// \brief Makes a copy of the entity.
alpar@1633
    75
    virtual EntityBase* clone() = 0;
ladanyi@1918
    76
    /// \brief Makes a major change to the entity.
alpar@1633
    77
    virtual void randomize() = 0;
ladanyi@1918
    78
    /// \brief Destructor.
ladanyi@1918
    79
    virtual ~EntityBase() {}
alpar@1633
    80
  };
alpar@1633
    81
ladanyi@1918
    82
  /// \brief Simulated annealing abstract base class.
ladanyi@2304
    83
  ///
ladanyi@1918
    84
  /// Can be used to derive a custom simulated annealing class if \ref SimAnn
ladanyi@1918
    85
  /// doesn't fit your needs.
alpar@1633
    86
  class SimAnnBase {
alpar@1633
    87
  private:
ladanyi@1918
    88
    /// \brief Pointer to the controller.
alpar@1633
    89
    ControllerBase *controller;
ladanyi@1918
    90
    /// \brief Cost of the current solution.
alpar@1633
    91
    double curr_cost;
ladanyi@1918
    92
    /// \brief Cost of the best solution.
alpar@1633
    93
    double best_cost;
ladanyi@1918
    94
    /// \brief Cost of the previous solution.
alpar@1633
    95
    double prev_cost;
ladanyi@1918
    96
    /// \brief Cost of the solution preceding the previous one.
alpar@1633
    97
    double prev_prev_cost;
ladanyi@1918
    98
    /// \brief Number of iterations.
alpar@1633
    99
    long iter;
ladanyi@1918
   100
    /// \brief Number of iterations which did not improve the solution since
ladanyi@1918
   101
    /// the last improvement.
alpar@1633
   102
    long last_impr;
alpar@1633
   103
  protected:
ladanyi@1918
   104
    /// \brief Step to a neighbouring state.
alpar@1633
   105
    virtual double mutate() = 0;
ladanyi@1918
   106
    /// \brief Reverts the last mutate().
alpar@1633
   107
    virtual void revert() = 0;
ladanyi@1918
   108
    /// \brief Saves the current solution as the best one.
alpar@1633
   109
    virtual void saveAsBest() = 0;
ladanyi@1918
   110
    /// \brief Does initializations before each run.
alpar@1633
   111
    virtual void init() {
alpar@1633
   112
      controller->init();
alpar@1633
   113
      curr_cost = prev_cost = prev_prev_cost = best_cost =
alpar@1633
   114
        std::numeric_limits<double>::infinity();
alpar@1633
   115
      iter = last_impr = 0;
alpar@1633
   116
    }
alpar@1633
   117
  public:
ladanyi@1918
   118
    /// \brief Sets the controller class to use.
alpar@1633
   119
    void setController(ControllerBase &_controller) {
alpar@1633
   120
      controller = &_controller;
alpar@1633
   121
      controller->simann = this;
alpar@1633
   122
    }
ladanyi@1918
   123
    /// \brief Returns the cost of the current solution.
alpar@1633
   124
    double getCurrCost() const { return curr_cost; }
ladanyi@1918
   125
    /// \brief Returns the cost of the previous solution.
alpar@1633
   126
    double getPrevCost() const { return prev_cost; }
ladanyi@1918
   127
    /// \brief Returns the cost of the best solution.
alpar@1633
   128
    double getBestCost() const { return best_cost; }
ladanyi@1918
   129
    /// \brief Returns the number of iterations done.
alpar@1633
   130
    long getIter() const { return iter; }
ladanyi@1918
   131
    /// \brief Returns the ordinal number of the last iteration when the
ladanyi@1918
   132
    /// solution was improved.
alpar@1633
   133
    long getLastImpr() const { return last_impr; }
ladanyi@1918
   134
    /// \brief Performs one iteration.
alpar@1633
   135
    bool step() {
alpar@1633
   136
      iter++;
alpar@1633
   137
      prev_prev_cost = prev_cost;
alpar@1633
   138
      prev_cost = curr_cost;
alpar@1633
   139
      curr_cost = mutate();
alpar@1633
   140
      if (controller->accept()) {
alpar@1633
   141
        controller->acceptEvent();
alpar@1633
   142
        last_impr = iter;
alpar@1633
   143
        if (curr_cost < best_cost) {
alpar@1633
   144
          best_cost = curr_cost;
alpar@1633
   145
          saveAsBest();
alpar@1633
   146
          controller->improveEvent();
alpar@1633
   147
        }
alpar@1633
   148
      }
alpar@1633
   149
      else {
alpar@1633
   150
        revert();
alpar@1633
   151
        curr_cost = prev_cost;
alpar@1633
   152
        prev_cost = prev_prev_cost;
alpar@1633
   153
        controller->rejectEvent();
alpar@1633
   154
      }
alpar@1633
   155
      return controller->next();
alpar@1633
   156
    }
ladanyi@1918
   157
    /// \brief Performs a given number of iterations.
ladanyi@1918
   158
    /// \param n the number of iterations
alpar@1633
   159
    bool step(int n) {
alpar@1633
   160
      for(; n > 0 && step(); --n) ;
alpar@1633
   161
      return !n;
alpar@1633
   162
    }
ladanyi@1918
   163
    /// \brief Starts the annealing process.
alpar@1633
   164
    void run() {
alpar@1633
   165
      init();
alpar@1633
   166
      do { } while (step());
alpar@1633
   167
    }
ladanyi@1918
   168
    /// \brief Destructor.
ladanyi@1918
   169
    virtual ~SimAnnBase() {}
alpar@1633
   170
  };
alpar@1633
   171
deba@2370
   172
  /// \ingroup metah
deba@2370
   173
  ///
ladanyi@1918
   174
  /// \brief Simulated annealing class.
alpar@1633
   175
  class SimAnn : public SimAnnBase {
alpar@1633
   176
  private:
ladanyi@1918
   177
    /// \brief Pointer to the current entity.
alpar@1633
   178
    EntityBase *curr_ent;
ladanyi@1918
   179
    /// \brief Pointer to the best entity.
alpar@1633
   180
    EntityBase *best_ent;
ladanyi@1918
   181
    /// \brief Does initializations before each run.
alpar@1633
   182
    void init() {
alpar@1633
   183
      SimAnnBase::init();
alpar@1633
   184
      if (best_ent) delete best_ent;
alpar@1633
   185
      best_ent = NULL;
alpar@1633
   186
      curr_ent->randomize();
alpar@1633
   187
    }
alpar@1633
   188
  public:
ladanyi@1918
   189
    /// \brief Constructor.
alpar@1633
   190
    SimAnn() : curr_ent(NULL), best_ent(NULL) {}
ladanyi@1918
   191
    /// \brief Destructor.
alpar@1633
   192
    virtual ~SimAnn() {
alpar@1633
   193
      if (best_ent) delete best_ent;
alpar@1633
   194
    }
ladanyi@1918
   195
    /// \brief Step to a neighbouring state.
alpar@1633
   196
    double mutate() {
alpar@1633
   197
      return curr_ent->mutate();
alpar@1633
   198
    }
ladanyi@1918
   199
    /// \brief Reverts the last mutate().
alpar@1633
   200
    void revert() {
alpar@1633
   201
      curr_ent->revert();
alpar@1633
   202
    }
ladanyi@1918
   203
    /// \brief Saves the current solution as the best one.
alpar@1633
   204
    void saveAsBest() { 
alpar@1633
   205
      if (best_ent) delete best_ent;
alpar@1633
   206
      best_ent = curr_ent->clone();
alpar@1633
   207
    }
ladanyi@1918
   208
    /// \brief Sets the current entity.
alpar@1633
   209
    void setEntity(EntityBase &_ent) {
alpar@1633
   210
      curr_ent = &_ent;
alpar@1633
   211
    }
ladanyi@1918
   212
    /// \brief Returns a copy of the best found entity.
alpar@1633
   213
    EntityBase* getBestEntity() { return best_ent->clone(); }
alpar@1633
   214
  };
alpar@1633
   215
ladanyi@1918
   216
  /// \brief A simple controller for the simulated annealing class.
ladanyi@2304
   217
  ///
ladanyi@1918
   218
  /// This controller starts from a given initial temperature and evenly
ladanyi@1918
   219
  /// decreases it.
alpar@1633
   220
  class SimpleController : public ControllerBase {
ladanyi@1918
   221
  private:
ladanyi@1918
   222
    /// \brief Maximum number of iterations.
ladanyi@1918
   223
    long max_iter;
ladanyi@1918
   224
    /// \brief Maximum number of iterations which do not improve the
ladanyi@1918
   225
    /// solution.
ladanyi@1918
   226
    long max_no_impr;
ladanyi@1918
   227
    /// \brief Temperature.
ladanyi@1918
   228
    double temp;
ladanyi@1918
   229
    /// \brief Annealing factor.
ladanyi@1918
   230
    double ann_fact;
ladanyi@1918
   231
    /// \brief Constructor.
ladanyi@1918
   232
    /// \param _max_iter maximum number of iterations
ladanyi@1918
   233
    /// \param _max_no_impr maximum number of consecutive iterations which do
ladanyi@1918
   234
    ///        not yield a better solution
ladanyi@1918
   235
    /// \param _temp initial temperature
ladanyi@1918
   236
    /// \param _ann_fact annealing factor
alpar@1633
   237
  public:
alpar@1633
   238
    SimpleController(long _max_iter = 500000, long _max_no_impr = 20000,
alpar@1633
   239
    double _temp = 1000.0, double _ann_fact = 0.9999) : max_iter(_max_iter),
alpar@1633
   240
      max_no_impr(_max_no_impr), temp(_temp), ann_fact(_ann_fact)
alpar@1633
   241
    {
alpar@1633
   242
    }
ladanyi@1918
   243
    /// \brief This is called when a neighbouring state gets accepted.
alpar@1633
   244
    void acceptEvent() {}
ladanyi@1918
   245
    /// \brief This is called when the accepted neighbouring state's cost is
ladanyi@1918
   246
    /// less than the best found one's.
alpar@1633
   247
    void improveEvent() {}
ladanyi@1918
   248
    /// \brief This is called when a neighbouring state gets rejected.
alpar@1633
   249
    void rejectEvent() {}
ladanyi@1918
   250
    /// \brief Decides whether to continue the annealing process or not. Also
ladanyi@1918
   251
    /// decreases the temperature.
alpar@1633
   252
    bool next() {
alpar@1633
   253
      temp *= ann_fact;
alpar@1633
   254
      bool quit = (simann->getIter() > max_iter) ||
alpar@1633
   255
        (simann->getIter() - simann->getLastImpr() > max_no_impr);
alpar@1633
   256
      return !quit;
alpar@1633
   257
    }
ladanyi@1918
   258
    /// \brief Decides whether to accept the current solution or not.
alpar@1633
   259
    bool accept() {
ladanyi@1918
   260
      double cost_diff = simann->getCurrCost() - simann->getPrevCost();
deba@2242
   261
      return (rnd() <= exp(-(cost_diff / temp)));
alpar@1633
   262
    }
ladanyi@1918
   263
    /// \brief Destructor.
ladanyi@1918
   264
    virtual ~SimpleController() {}
alpar@1633
   265
  };
alpar@1633
   266
ladanyi@1918
   267
  /// \brief A controller with preset running time for the simulated annealing
ladanyi@1918
   268
  /// class.
ladanyi@2304
   269
  ///
ladanyi@1918
   270
  /// With this controller you can set the running time of the annealing
ladanyi@1918
   271
  /// process in advance. It works the following way: the controller measures
ladanyi@1918
   272
  /// a kind of divergence. The divergence is the difference of the average
ladanyi@1918
   273
  /// cost of the recently found solutions the cost of the best found one. In
ladanyi@1918
   274
  /// case this divergence is greater than a given threshold, then we decrease
ladanyi@1918
   275
  /// the annealing factor, that is we cool the system faster. In case the
ladanyi@1918
   276
  /// divergence is lower than the threshold, then we increase the temperature.
ladanyi@1918
   277
  /// The threshold is a function of the elapsed time which reaches zero at the
ladanyi@1918
   278
  /// desired end time.
alpar@1633
   279
  class AdvancedController : public ControllerBase {
alpar@1633
   280
  private:
ladanyi@1918
   281
    /// \brief Timer class to measure the elapsed time.
alpar@1633
   282
    Timer timer;
ladanyi@1918
   283
    /// \brief Calculates the threshold value.
ladanyi@1918
   284
    /// \param time the elapsed time in seconds
alpar@1633
   285
    virtual double threshold(double time) {
alpar@1633
   286
      return (-1.0) * start_threshold / end_time * time + start_threshold;
alpar@1633
   287
    }
ladanyi@1918
   288
    /// \brief Parameter used to calculate the running average.
ladanyi@1918
   289
    double alpha;
ladanyi@1918
   290
    /// \brief Parameter used to decrease the annealing factor.
ladanyi@1918
   291
    double beta;
ladanyi@1918
   292
    /// \brief Parameter used to increase the temperature.
ladanyi@1918
   293
    double gamma;
ladanyi@1918
   294
    /// \brief The time at the end of the algorithm.
ladanyi@1918
   295
    double end_time;
ladanyi@1918
   296
    /// \brief The time at the start of the algorithm.
ladanyi@1918
   297
    double start_time;
ladanyi@1918
   298
    /// \brief Starting threshold.
ladanyi@1918
   299
    double start_threshold;
ladanyi@1918
   300
    /// \brief Average cost of recent solutions.
ladanyi@1918
   301
    double avg_cost;
ladanyi@1918
   302
    /// \brief Temperature.
ladanyi@1918
   303
    double temp;
ladanyi@1918
   304
    /// \brief Annealing factor.
ladanyi@1918
   305
    double ann_fact;
ladanyi@1918
   306
    /// \brief Initial annealing factor.
ladanyi@1918
   307
    double init_ann_fact;
ladanyi@1918
   308
    /// \brief True when the annealing process has been started.
ladanyi@1918
   309
    bool start;
alpar@1633
   310
  public:
ladanyi@1918
   311
    /// \brief Constructor.
ladanyi@1918
   312
    /// \param _end_time running time in seconds
ladanyi@1918
   313
    /// \param _alpha parameter used to calculate the running average
ladanyi@1918
   314
    /// \param _beta parameter used to decrease the annealing factor
ladanyi@1918
   315
    /// \param _gamma parameter used to increase the temperature
ladanyi@1918
   316
    /// \param _ann_fact initial annealing factor
alpar@1633
   317
    AdvancedController(double _end_time, double _alpha = 0.2,
alpar@1633
   318
    double _beta = 0.9, double _gamma = 1.6, double _ann_fact = 0.9999) :
alpar@1633
   319
    alpha(_alpha), beta(_beta), gamma(_gamma), end_time(_end_time),
ladanyi@1918
   320
    ann_fact(_ann_fact), init_ann_fact(_ann_fact), start(false)
alpar@1633
   321
    {
alpar@1633
   322
    }
ladanyi@1918
   323
    /// \brief Does initializations before each run.
alpar@1633
   324
    void init() {
alpar@1633
   325
      avg_cost = simann->getCurrCost();
alpar@1633
   326
    }
ladanyi@1918
   327
    /// \brief This is called when a neighbouring state gets accepted.
alpar@1633
   328
    void acceptEvent() {
alpar@1633
   329
      avg_cost = alpha * simann->getCurrCost() + (1.0 - alpha) * avg_cost;
ladanyi@1918
   330
      if (!start) {
alpar@1633
   331
        static int cnt = 0;
alpar@1633
   332
        cnt++;
alpar@1633
   333
        if (cnt >= 100) {
alpar@1633
   334
          // calculate starting threshold and starting temperature
alpar@1633
   335
          start_threshold = 5.0 * fabs(simann->getBestCost() - avg_cost);
alpar@1633
   336
          temp = 10000.0;
ladanyi@1918
   337
          start = true;
alpar@1847
   338
          timer.restart();
alpar@1633
   339
        }
alpar@1633
   340
      }
alpar@1633
   341
    }
ladanyi@1918
   342
    /// \brief Decides whether to continue the annealing process or not.
alpar@1633
   343
    bool next() {
ladanyi@1918
   344
      if (!start) {
alpar@1633
   345
        return true;
alpar@1633
   346
      }
alpar@1633
   347
      else {
ladanyi@1918
   348
        double elapsed_time = timer.realTime();
alpar@1633
   349
        if (fabs(avg_cost - simann->getBestCost()) > threshold(elapsed_time)) {
alpar@1633
   350
          // decrease the annealing factor
alpar@1633
   351
          ann_fact *= beta;
alpar@1633
   352
        }
alpar@1633
   353
        else {
alpar@1633
   354
          // increase the temperature
alpar@1633
   355
          temp *= gamma;
alpar@1633
   356
          // reset the annealing factor
alpar@1633
   357
          ann_fact = init_ann_fact;
alpar@1633
   358
        }
alpar@1633
   359
        temp *= ann_fact;
alpar@1633
   360
        return elapsed_time < end_time;
alpar@1633
   361
      }
alpar@1633
   362
    }
ladanyi@1918
   363
    /// \brief Decides whether to accept the current solution or not.
alpar@1633
   364
    bool accept() {
ladanyi@1918
   365
      if (!start) {
alpar@1633
   366
        return true;
alpar@1633
   367
      }
alpar@1633
   368
      else {
ladanyi@1918
   369
        double cost_diff = simann->getCurrCost() - simann->getPrevCost();
deba@2242
   370
        return (rnd() <= exp(-(cost_diff / temp)));
alpar@1633
   371
      }
alpar@1633
   372
    }
ladanyi@1918
   373
    /// \brief Destructor.
ladanyi@1918
   374
    virtual ~AdvancedController() {}
alpar@1633
   375
  };
alpar@1633
   376
alpar@1633
   377
}
alpar@1633
   378
alpar@1633
   379
#endif