lemon/simann.h
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     1 #ifndef LEMON_SIMANN_H
       
     2 #define LEMON_SIMANN_H
       
     3 
       
     4 /// \ingroup experimental
       
     5 /// \file
       
     6 /// \brief Simulated annealing framework.
       
     7 /// \author Akos Ladanyi
       
     8 
       
     9 #include <cstdlib>
       
    10 #include <cmath>
       
    11 #include <lemon/time_measure.h>
       
    12 
       
    13 namespace lemon {
       
    14 
       
    15 /// \addtogroup experimental
       
    16 /// @{
       
    17 
       
    18   /*! \brief A base class for controllers. */
       
    19   class ControllerBase {
       
    20     friend class SimAnnBase;
       
    21   public:
       
    22     /*! \brief Pointer to the simulated annealing base class. */
       
    23     SimAnnBase *simann;
       
    24     /*! \brief Initializes the controller. */
       
    25     virtual void init() {}
       
    26     /*! \brief This is called when a neighbouring state gets accepted. */
       
    27     virtual void acceptEvent() {}
       
    28     /*! \brief This is called when the accepted neighbouring state's cost is
       
    29      *  less than the best found one's.
       
    30      */
       
    31     virtual void improveEvent() {}
       
    32     /*! \brief This is called when a neighbouring state gets rejected. */
       
    33     virtual void rejectEvent() {}
       
    34     /*! \brief Decides whether to continue the annealing process or not. */
       
    35     virtual bool next() = 0;
       
    36     /*! \brief Decides whether to accept the current solution or not. */
       
    37     virtual bool accept() = 0;
       
    38   };
       
    39 
       
    40   /*! \brief Skeleton of an entity class. */
       
    41   class EntityBase {
       
    42   public:
       
    43     /*! \brief Makes a minor change to the entity.
       
    44      *  \return the new cost
       
    45      */
       
    46     virtual double mutate() = 0;
       
    47     /*! \brief Restores the entity to its previous state i.e. reverts the
       
    48      *  effects of the last mutate().
       
    49      */
       
    50     virtual void revert() = 0;
       
    51     /*! \brief Makes a copy of the entity. */
       
    52     virtual EntityBase* clone() = 0;
       
    53     /*! \brief Makes a major change to the entity. */
       
    54     virtual void randomize() = 0;
       
    55   };
       
    56 
       
    57   /*! \brief Simulated annealing base class. */
       
    58   class SimAnnBase {
       
    59   private:
       
    60     /*! Pointer to the controller. */
       
    61     ControllerBase *controller;
       
    62     /*! \brief Cost of the current solution. */
       
    63     double curr_cost;
       
    64     /*! \brief Cost of the best solution. */
       
    65     double best_cost;
       
    66     /*! \brief Cost of the previous solution. */
       
    67     double prev_cost;
       
    68     /*! \brief Cost of the solution preceding the previous one. */
       
    69     double prev_prev_cost;
       
    70     /*! \brief Number of iterations. */
       
    71     long iter;
       
    72     /*! \brief Number of iterations which did not improve the solution since
       
    73      *  the last improvement. */
       
    74     long last_impr;
       
    75   protected:
       
    76     /*! \brief Step to a neighbouring state. */
       
    77     virtual double mutate() = 0;
       
    78     /*! \brief Reverts the last mutate(). */
       
    79     virtual void revert() = 0;
       
    80     /*! \brief Saves the current solution as the best one. */
       
    81     virtual void saveAsBest() = 0;
       
    82     /*! \brief Does initializations before each run. */
       
    83     virtual void init() {
       
    84       controller->init();
       
    85       curr_cost = prev_cost = prev_prev_cost = best_cost =
       
    86         std::numeric_limits<double>::infinity();
       
    87       iter = last_impr = 0;
       
    88     }
       
    89   public:
       
    90     /*! \brief Sets the controller class to use. */
       
    91     void setController(ControllerBase &_controller) {
       
    92       controller = &_controller;
       
    93       controller->simann = this;
       
    94     }
       
    95     /*! \brief Returns the cost of the current solution. */
       
    96     double getCurrCost() const { return curr_cost; }
       
    97     /*! \brief Returns the cost of the previous solution. */
       
    98     double getPrevCost() const { return prev_cost; }
       
    99     /*! \brief Returns the cost of the best solution. */
       
   100     double getBestCost() const { return best_cost; }
       
   101     /*! \brief Returns the number of iterations. */
       
   102     long getIter() const { return iter; }
       
   103     /*! \brief Returns the number of the last iteration when the solution was
       
   104      *  improved.
       
   105      */
       
   106     long getLastImpr() const { return last_impr; }
       
   107     /*! \brief Performs one iteration. */
       
   108     bool step() {
       
   109       iter++;
       
   110       prev_prev_cost = prev_cost;
       
   111       prev_cost = curr_cost;
       
   112       curr_cost = mutate();
       
   113       if (controller->accept()) {
       
   114         controller->acceptEvent();
       
   115         last_impr = iter;
       
   116         if (curr_cost < best_cost) {
       
   117           best_cost = curr_cost;
       
   118           saveAsBest();
       
   119           controller->improveEvent();
       
   120         }
       
   121       }
       
   122       else {
       
   123         revert();
       
   124         curr_cost = prev_cost;
       
   125         prev_cost = prev_prev_cost;
       
   126         controller->rejectEvent();
       
   127       }
       
   128       return controller->next();
       
   129     }
       
   130     /*! \brief Performs a given number of iterations.
       
   131      *  \param n the number of iterations
       
   132      */
       
   133     bool step(int n) {
       
   134       for(; n > 0 && step(); --n) ;
       
   135       return !n;
       
   136     }
       
   137     /*! \brief Starts the annealing process. */
       
   138     void run() {
       
   139       init();
       
   140       do { } while (step());
       
   141     }
       
   142   };
       
   143 
       
   144   /*! \brief Simulated annealing class. */
       
   145   class SimAnn : public SimAnnBase {
       
   146   private:
       
   147     /*! \brief Pointer to the current entity. */
       
   148     EntityBase *curr_ent;
       
   149     /*! \brief Pointer to the best entity. */
       
   150     EntityBase *best_ent;
       
   151     /*! \brief Does initializations before each run. */
       
   152     void init() {
       
   153       SimAnnBase::init();
       
   154       if (best_ent) delete best_ent;
       
   155       best_ent = NULL;
       
   156       curr_ent->randomize();
       
   157     }
       
   158   public:
       
   159     /*! \brief Constructor. */
       
   160     SimAnn() : curr_ent(NULL), best_ent(NULL) {}
       
   161     /*! \brief Destructor. */
       
   162     virtual ~SimAnn() {
       
   163       if (best_ent) delete best_ent;
       
   164     }
       
   165     /*! \brief Step to a neighbouring state. */
       
   166     double mutate() {
       
   167       return curr_ent->mutate();
       
   168     }
       
   169     /*! \brief Reverts the last mutate(). */
       
   170     void revert() {
       
   171       curr_ent->revert();
       
   172     }
       
   173     /*! \brief Saves the current solution as the best one. */
       
   174     void saveAsBest() { 
       
   175       if (best_ent) delete best_ent;
       
   176       best_ent = curr_ent->clone();
       
   177     }
       
   178     /*! \brief Sets the current entity. */
       
   179     void setEntity(EntityBase &_ent) {
       
   180       curr_ent = &_ent;
       
   181     }
       
   182     /*! \brief Returns a copy of the best found entity. */
       
   183     EntityBase* getBestEntity() { return best_ent->clone(); }
       
   184   };
       
   185 
       
   186   /*! \brief A simple controller for the simulated annealing class. */
       
   187   class SimpleController : public ControllerBase {
       
   188   public:
       
   189     /*! \brief Maximum number of iterations. */
       
   190     long max_iter;
       
   191     /*! \brief Maximum number of iterations which do not improve the
       
   192      *  solution. */
       
   193     long max_no_impr;
       
   194     /*! \brief Temperature. */
       
   195     double temp;
       
   196     /*! \brief Annealing factor. */
       
   197     double ann_fact;
       
   198     /*! \brief Constructor.
       
   199      *  \param _max_iter maximum number of iterations
       
   200      *  \param _max_no_impr maximum number of consecutive iterations which do
       
   201      *         not yield a better solution
       
   202      *  \param _temp initial temperature
       
   203      *  \param _ann_fact annealing factor
       
   204      */
       
   205     SimpleController(long _max_iter = 500000, long _max_no_impr = 20000,
       
   206     double _temp = 1000.0, double _ann_fact = 0.9999) : max_iter(_max_iter),
       
   207       max_no_impr(_max_no_impr), temp(_temp), ann_fact(_ann_fact)
       
   208     {
       
   209       srand48(time(0));
       
   210     }
       
   211     /*! \brief This is called when a neighbouring state gets accepted. */
       
   212     void acceptEvent() {}
       
   213     /*! \brief This is called when the accepted neighbouring state's cost is
       
   214      *  less than the best found one's.
       
   215      */
       
   216     void improveEvent() {}
       
   217     /*! \brief This is called when a neighbouring state gets rejected. */
       
   218     void rejectEvent() {}
       
   219     /*! \brief Decides whether to continue the annealing process or not. Also
       
   220      *  decreases the temperature. */
       
   221     bool next() {
       
   222       temp *= ann_fact;
       
   223       bool quit = (simann->getIter() > max_iter) ||
       
   224         (simann->getIter() - simann->getLastImpr() > max_no_impr);
       
   225       return !quit;
       
   226     }
       
   227     /*! \brief Decides whether to accept the current solution or not. */
       
   228     bool accept() {
       
   229       double cost_diff = simann->getPrevCost() - simann->getCurrCost();
       
   230       return (drand48() <= exp(cost_diff / temp));
       
   231     }
       
   232   };
       
   233 
       
   234   /*! \brief A controller with preset running time for the simulated annealing
       
   235    *  class.
       
   236    *
       
   237    *  With this controller you can set the running time of the annealing
       
   238    *  process in advance. It works the following way: the controller measures
       
   239    *  a kind of divergence. The divergence is the difference of the average
       
   240    *  cost of the recently found solutions the cost of the best found one. In
       
   241    *  case this divergence is greater than a given threshold, then we decrease
       
   242    *  the annealing factor, that is we cool the system faster. In case the
       
   243    *  divergence is lower than the threshold, then we increase the temperature.
       
   244    *  The threshold is a function of the elapsed time which reaches zero at the
       
   245    *  desired end time.
       
   246    */
       
   247   class AdvancedController : public ControllerBase {
       
   248   private:
       
   249     Timer timer;
       
   250     /*! \param time the elapsed time in seconds */
       
   251     virtual double threshold(double time) {
       
   252       return (-1.0) * start_threshold / end_time * time + start_threshold;
       
   253     }
       
   254   public:
       
   255     double alpha;
       
   256     double beta;
       
   257     double gamma;
       
   258     /*! \brief The time at the end of the algorithm. */
       
   259     double end_time;
       
   260     /*! \brief The time at the start of the algorithm. */
       
   261     double start_time;
       
   262     /*! \brief Starting threshold. */
       
   263     double start_threshold;
       
   264     /*! \brief Average cost of recent solutions. */
       
   265     double avg_cost;
       
   266     /*! \brief Temperature. */
       
   267     double temp;
       
   268     /*! \brief Annealing factor. */
       
   269     double ann_fact;
       
   270     /*! \brief Initial annealing factor. */
       
   271     double init_ann_fact;
       
   272     bool warmup;
       
   273     /*! \brief Constructor.
       
   274      *  \param _end_time running time in seconds
       
   275      *  \param _alpha parameter used to calculate the running average
       
   276      *  \param _beta parameter used to decrease the annealing factor
       
   277      *  \param _gamma parameter used to increase the temperature
       
   278      *  \param _ann_fact initial annealing factor
       
   279      */
       
   280     AdvancedController(double _end_time, double _alpha = 0.2,
       
   281     double _beta = 0.9, double _gamma = 1.6, double _ann_fact = 0.9999) :
       
   282     alpha(_alpha), beta(_beta), gamma(_gamma), end_time(_end_time),
       
   283     ann_fact(_ann_fact), init_ann_fact(_ann_fact), warmup(true)
       
   284     {
       
   285       srand48(time(0));
       
   286     }
       
   287     void init() {
       
   288       avg_cost = simann->getCurrCost();
       
   289     }
       
   290     /*! \brief This is called when a neighbouring state gets accepted. */
       
   291     void acceptEvent() {
       
   292       avg_cost = alpha * simann->getCurrCost() + (1.0 - alpha) * avg_cost;
       
   293       if (warmup) {
       
   294         static int cnt = 0;
       
   295         cnt++;
       
   296         if (cnt >= 100) {
       
   297           // calculate starting threshold and starting temperature
       
   298           start_threshold = 5.0 * fabs(simann->getBestCost() - avg_cost);
       
   299           temp = 10000.0;
       
   300           warmup = false;
       
   301           timer.reset();
       
   302         }
       
   303       }
       
   304     }
       
   305     /*! \brief Decides whether to continue the annealing process or not. */
       
   306     bool next() {
       
   307       if (warmup) {
       
   308         return true;
       
   309       }
       
   310       else {
       
   311         double elapsed_time = timer.getRealTime();
       
   312         if (fabs(avg_cost - simann->getBestCost()) > threshold(elapsed_time)) {
       
   313           // decrease the annealing factor
       
   314           ann_fact *= beta;
       
   315         }
       
   316         else {
       
   317           // increase the temperature
       
   318           temp *= gamma;
       
   319           // reset the annealing factor
       
   320           ann_fact = init_ann_fact;
       
   321         }
       
   322         temp *= ann_fact;
       
   323         return elapsed_time < end_time;
       
   324       }
       
   325     }
       
   326     /*! \brief Decides whether to accept the current solution or not. */
       
   327     bool accept() {
       
   328       if (warmup) {
       
   329         // we accept eveything during the "warm up" phase
       
   330         return true;
       
   331       }
       
   332       else {
       
   333         double cost_diff = simann->getPrevCost() - simann->getCurrCost();
       
   334         if (cost_diff < 0.0) {
       
   335           return (drand48() <= exp(cost_diff / temp));
       
   336         }
       
   337         else {
       
   338           return true;
       
   339         }
       
   340       }
       
   341     }
       
   342   };
       
   343 
       
   344 /// @}
       
   345 
       
   346 }
       
   347 
       
   348 #endif