src/work/akos/simann.h
author klao
Thu, 25 Nov 2004 14:48:24 +0000
changeset 1021 fd1d073b6557
parent 1000 7f4d07047ed8
child 1023 3268fef5d623
permissions -rw-r--r--
Advances in UndirGraph.
* IterableExtender is complete
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#ifndef LEMON_SIMANN_H
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#define LEMON_SIMANN_H
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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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  const double INFTY = 1e24;
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  class SimAnnBase {
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  public:
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    class Controller;
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  private:
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    Controller *controller;
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  protected:
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    double curr_cost;
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    double prev_cost;
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    double best_cost;
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    virtual void mutate() = 0;
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    virtual void revert() = 0;
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    virtual void saveAsBest() = 0;
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  public:
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    SimAnnBase() {
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      curr_cost = prev_cost = best_cost = INFTY;
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    }
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    void setController(Controller &_controller) {
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      controller = &_controller;
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      controller->setBase(this);
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    }
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    double getCurrCost() const { return curr_cost; }
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    double getPrevCost() const { return prev_cost; }
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    double getBestCost() const { return best_cost; }
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    void run() {
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      controller->init();
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      do {
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        mutate();
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        if (controller->accept()) {
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          controller->acceptEvent();
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          if (curr_cost < best_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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          controller->rejectEvent();
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        }
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      } while (controller->next());
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    }
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    /*! \brief A base class for controllers. */
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    class Controller {
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    public:
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      SimAnnBase *base;
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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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      virtual void setBase(SimAnnBase *_base) { base = _base; }
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      /*! */
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      virtual bool next() = 0;
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      /*! */
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      virtual bool accept() = 0;
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    };
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  };
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  /*! \todo atgondolni mi is ez a prev_cost */
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  template <typename E>
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  class SimAnn : public SimAnnBase {
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  private:
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    E *curr_ent;
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    E *best_ent;
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  public:
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    SimAnn() : SimAnnBase() {}
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    void setEntity(E &ent) {
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      curr_ent = new E(ent);
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      best_ent = new E(ent);
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    }
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    E getBestEntity() { return *best_ent; }
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    void mutate() {
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      prev_cost = curr_cost;
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      curr_cost = curr_ent->mutate();
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    }
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    void revert() {
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      curr_ent->revert();
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      curr_cost = prev_cost;
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    }
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    void saveAsBest() {
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      *best_ent = *curr_ent;
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      best_cost = curr_cost;
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    }
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  };
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  class EntitySkeleton {
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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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    double mutate() { return 0.0; }
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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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    void revert() {}
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  };
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  /*! \brief A simple controller for the simulated annealing class.
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   *  \todo Find a way to set the various parameters.
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   */
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  class SimpleController : public SimAnnBase::Controller {
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  public:
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    long iter, last_impr, max_iter, max_no_impr;
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    double temp, ann_fact;
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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, double _ann_fact = 0.9999) : iter(0), last_impr(0),
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    max_iter(_max_iter), max_no_impr(_max_no_impr), temp(_temp),
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    ann_fact(_ann_fact) {}
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    void acceptEvent() {
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      iter++;
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    }
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    void improveEvent() {
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      last_impr = iter;
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    }
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    void rejectEvent() {
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      iter++;
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    }
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    bool next() {
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      temp *= ann_fact;
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      bool quit = (iter > max_iter) || (iter - last_impr > max_no_impr);
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      return !quit;
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    }
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    bool accept() {
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      double cost_diff = base->getPrevCost() - base->getCurrCost();
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      if (cost_diff < 0.0) {
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        return (drand48() <= exp(cost_diff / temp));
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      }
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      else {
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        return true;
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      }
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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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   *  \todo Find a better name.
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   */
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  class AdvancedController : public SimAnnBase::Controller {
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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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      // this is the function 1 / log(x) scaled and offset
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      static double xm = 5.0 / end_time;
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      static double ym = start_threshold / (1 / log(1.2) - 1 / log(5.0 + 1.2));
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      return ym * (1 / log(xm * time + 1.2) - 1 / log(5.0 + 1.2));
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    }
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  public:
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    double alpha, beta, gamma;
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    double end_time, start_time;
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    double start_threshold;
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    double avg_cost;
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    double temp, ann_fact;
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    bool warmup;
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    long iter;
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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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     */
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    AdvancedController(double _end_time, double _alpha = 0.2,
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    double _beta = 0.9, double _gamma = 1.2) : alpha(_alpha), beta(_beta),
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    gamma(_gamma), end_time(_end_time), ann_fact(0.9999), warmup(true),
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    iter(0) {}
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    void init() {
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      avg_cost = base->getCurrCost();
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    }
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    void acceptEvent() {
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      avg_cost = alpha * base->getCurrCost() + (1.0 - alpha) * avg_cost;
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      iter++;
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    }
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    void improveEvent() {
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    }
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    void rejectEvent() {
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      iter++;
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    }
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    bool next() {
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      if (warmup) {
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        static double max_cost_diff = 0.0;
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        double cost_diff = base->getCurrCost() - base->getPrevCost();
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        // jo ez igy egyaltalan? -> prev_cost
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        if ((cost_diff > 0.0) && (cost_diff > max_cost_diff)) {
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          max_cost_diff = cost_diff;
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        }
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        // How to set the starting temperature when all the 100 first
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        // iterations improve the solution?
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        if (iter > 100) {
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          // calculate starting threshold and starting temperature
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          start_threshold = fabs(base->getBestCost() - avg_cost);
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          temp = exp(max_cost_diff) / 0.5;
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          warmup = false;
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          timer.reset();
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        }
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        return true;
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      }
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      else {
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        double elapsed_time = timer.getRealTime();
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        if (fabs(avg_cost - base->getBestCost()) > threshold(elapsed_time)) {
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          // decrease the annealing factor
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          ann_fact *= beta;
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        }
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        else {
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          // increase the temperature
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          temp *= gamma;
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        }
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        temp *= ann_fact;
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        return elapsed_time < end_time;
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      }
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    }
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    bool accept() {
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      if (warmup) {
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        // we accept eveything during the "warm up" phase
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        return true;
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      }
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      else {
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        double cost_diff = base->getPrevCost() - base->getCurrCost();
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        if (cost_diff < 0.0) {
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          return (drand48() <= exp(cost_diff / temp));
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        }
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        else {
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          return true;
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        }
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      }
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    }
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  };
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}
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#endif