src/work/akos/simann.h
author alpar
Fri, 25 Mar 2005 08:18:27 +0000
changeset 1256 3bb4ed285c39
parent 1145 99c1aa395a58
permissions -rw-r--r--
- src/lemon/utility.h: dummy<> template added
- LpSolverBase::INF is now really defined
- AddColSet() to add several column at once
- using enable_if
- with some doxygen hack
- More doc improvements
- Better Makefile
     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   const double INFTY = 1e24;
    19 
    20   /*! \brief Simulated annealing base class. */
    21   class SimAnnBase {
    22   public:
    23     class Controller;
    24   private:
    25     /*! Pointer to the controller. */
    26     Controller *controller;
    27   protected:
    28     /*! \brief Cost of the current solution. */
    29     double curr_cost;
    30     /*! \brief Cost of the best solution. */
    31     double best_cost;
    32     /*! \brief Cost of the previous solution. */
    33     double prev_cost;
    34     /*! \brief Cost of the solution preceding the previous one. */
    35     double prev_prev_cost;
    36 
    37     /*! \brief Step to a neighbouring state. */
    38     virtual void mutate() = 0;
    39     /*! \brief Reverts the last mutate(). */
    40     virtual void revert() = 0;
    41     /*! \brief Saves the current solution as the best one. */
    42     virtual void saveAsBest() = 0;
    43   public:
    44     /*! \brief Constructor. */
    45     SimAnnBase() {
    46       best_cost = prev_cost = prev_prev_cost = INFTY;
    47     }
    48     /*! \brief Sets the controller class to use. */
    49     void setController(Controller &_controller) {
    50       controller = &_controller;
    51       controller->setBase(this);
    52     }
    53     /*! \brief Returns the cost of the current solution. */
    54     double getCurrCost() const { return curr_cost; }
    55     /*! \brief Returns the cost of the previous solution. */
    56     double getPrevCost() const { return prev_cost; }
    57     /*! \brief Returns the cost of the best solution. */
    58     double getBestCost() const { return best_cost; }
    59     /*! \brief Starts the annealing process. */
    60     void run() {
    61       controller->init();
    62       do {
    63         curr_cost=mutate();
    64         if (controller->accept()) {
    65           controller->acceptEvent();
    66           if (curr_cost < best_cost) {
    67             saveAsBest();
    68             controller->improveEvent();
    69           }
    70         }
    71         else {
    72           revert();
    73           controller->rejectEvent();
    74         }
    75       } while (controller->next());
    76     }
    77 
    78     /*! \brief A base class for controllers. */
    79     class Controller {
    80     public:
    81       /*! \brief Pointer to the simulated annealing base class. */
    82       SimAnnBase *base;
    83       /*! \brief Initializes the controller. */
    84       virtual void init() {}
    85       /*! \brief This is called when a neighbouring state gets accepted. */
    86       virtual void acceptEvent() {}
    87       /*! \brief This is called when the accepted neighbouring state's cost is
    88        *  less than the best found one's.
    89        */
    90       virtual void improveEvent() {}
    91       /*! \brief This is called when a neighbouring state gets rejected. */
    92       virtual void rejectEvent() {}
    93       /*! \brief Sets the simulated annealing base class to use. */
    94       virtual void setBase(SimAnnBase *_base) { base = _base; }
    95       /*! \brief Decides whether to continue the annealing process or not. */
    96       virtual bool next() = 0;
    97       /*! \brief Decides whether to accept the current solution or not. */
    98       virtual bool accept() = 0;
    99     };
   100   };
   101 
   102   /*! \brief Simulated annealing class. */
   103   template <typename E>
   104   class SimAnn : public SimAnnBase {
   105   private:
   106     /*! \brief Pointer to the current entity. */
   107     E *curr_ent;
   108     /*! \brief Pointer to the best entity. */
   109     E *best_ent;
   110   public:
   111     /*! \brief Constructor. */
   112     SimAnn() : SimAnnBase() {}
   113     /*! \brief Sets the initial entity. */
   114     void setEntity(E &ent) {
   115       curr_ent = new E(ent);
   116       best_ent = new E(ent);
   117       curr_cost = curr_ent->getCost();
   118     }
   119     /*! \brief Returns the best found entity. */
   120     E getBestEntity() { return *best_ent; }
   121     /*! \brief Step to a neighbouring state. */
   122     void mutate() {
   123       prev_prev_cost = prev_cost;
   124       prev_cost = curr_cost;
   125       curr_ent->mutate();
   126       curr_cost = curr_ent->getCost();
   127     }
   128     /*! \brief Reverts the last mutate(). */
   129     void revert() {
   130       curr_ent->revert();
   131       curr_cost = prev_cost;
   132       prev_cost = prev_prev_cost;
   133     }
   134     /*! \brief Saves the current solution as the best one. */
   135     void saveAsBest() {
   136       delete(best_ent);
   137       best_ent = new E(*curr_ent);
   138       best_cost = curr_cost;
   139     }
   140   };
   141 
   142   /*! \brief Skeleton of an entity class. */
   143   class EntitySkeleton {
   144   public:
   145     /*! \brief Returns the cost of the entity. */
   146     double getCost() { return 0.0; }
   147     /*! \brief Makes a minor change to the entity. */
   148     void mutate() {}
   149     /*! \brief Restores the entity to its previous state i.e. reverts the
   150      *  effects of the last mutate().
   151      */
   152     void revert() {}
   153   };
   154 
   155   /*! \brief A simple controller for the simulated annealing class. */
   156   class SimpleController : public SimAnnBase::Controller {
   157   public:
   158     /*! \brief Number of iterations. */
   159     long iter;
   160     /*! \brief Number of iterations which did not improve the solution since
   161      *  the last improvement. */
   162     long last_impr;
   163     /*! \brief Maximum number of iterations. */
   164     long max_iter;
   165     /*! \brief Maximum number of iterations which do not improve the
   166      *  solution. */
   167     long max_no_impr;
   168     /*! \brief Temperature. */
   169     double temp;
   170     /*! \brief Annealing factor. */
   171     double ann_fact;
   172     /*! \brief Constructor.
   173      *  \param _max_iter maximum number of iterations
   174      *  \param _max_no_impr maximum number of consecutive iterations which do
   175      *         not yield a better solution
   176      *  \param _temp initial temperature
   177      *  \param _ann_fact annealing factor
   178      */
   179     SimpleController(long _max_iter = 500000, long _max_no_impr = 20000,
   180     double _temp = 1000.0, double _ann_fact = 0.9999) : iter(0), last_impr(0),
   181     max_iter(_max_iter), max_no_impr(_max_no_impr), temp(_temp),
   182     ann_fact(_ann_fact) {}
   183     /*! \brief This is called when a neighbouring state gets accepted. */
   184     void acceptEvent() {
   185       iter++;
   186     }
   187     /*! \brief This is called when the accepted neighbouring state's cost is
   188      *  less than the best found one's.
   189      */
   190     void improveEvent() {
   191       last_impr = iter;
   192     }
   193     /*! \brief This is called when a neighbouring state gets rejected. */
   194     void rejectEvent() {
   195       iter++;
   196     }
   197     /*! \brief Decides whether to continue the annealing process or not. Also
   198      *  decreases the temperature. */
   199     bool next() {
   200       temp *= ann_fact;
   201       bool quit = (iter > max_iter) || (iter - last_impr > max_no_impr);
   202       return !quit;
   203     }
   204     /*! \brief Decides whether to accept the current solution or not. */
   205     bool accept() {
   206       double cost_diff = base->getPrevCost() - base->getCurrCost();
   207       if (cost_diff < 0.0) {
   208         bool ret = drand48() <= exp(cost_diff / temp);
   209         return ret;
   210       }
   211       else {
   212         return true;
   213       }
   214     }
   215   };
   216 
   217   /*! \brief A controller with preset running time for the simulated annealing
   218    *  class.
   219    *
   220    *  With this controller you can set the running time of the annealing
   221    *  process in advance. It works the following way: the controller measures
   222    *  a kind of divergence. The divergence is the difference of the average
   223    *  cost of the recently found solutions the cost of the best found one. In
   224    *  case this divergence is greater than a given threshold, then we decrease
   225    *  the annealing factor, that is we cool the system faster. In case the
   226    *  divergence is lower than the threshold, then we increase the temperature.
   227    *  The threshold is a function of the elapsed time which reaches zero at the
   228    *  desired end time.
   229    */
   230   class AdvancedController : public SimAnnBase::Controller {
   231   private:
   232     Timer timer;
   233     /*! \param time the elapsed time in seconds */
   234     virtual double threshold(double time) {
   235       return (-1.0) * start_threshold / end_time * time + start_threshold;
   236     }
   237   public:
   238     double alpha;
   239     double beta;
   240     double gamma;
   241     /*! \brief The time at the end of the algorithm. */
   242     double end_time;
   243     /*! \brief The time at the start of the algorithm. */
   244     double start_time;
   245     /*! \brief Starting threshold. */
   246     double start_threshold;
   247     /*! \brief Average cost of recent solutions. */
   248     double avg_cost;
   249     /*! \brief Temperature. */
   250     double temp;
   251     /*! \brief Annealing factor. */
   252     double ann_fact;
   253     /*! \brief Initial annealing factor. */
   254     double init_ann_fact;
   255     bool warmup;
   256     /*! \brief Constructor.
   257      *  \param _end_time running time in seconds
   258      *  \param _alpha parameter used to calculate the running average
   259      *  \param _beta parameter used to decrease the annealing factor
   260      *  \param _gamma parameter used to increase the temperature
   261      *  \param _ann_fact initial annealing factor
   262      */
   263     AdvancedController(double _end_time, double _alpha = 0.2,
   264     double _beta = 0.9, double _gamma = 1.6, double _ann_fact = 0.9999) :
   265     alpha(_alpha), beta(_beta), gamma(_gamma), end_time(_end_time),
   266     ann_fact(_ann_fact), init_ann_fact(_ann_fact), warmup(true) {}
   267     void init() {
   268       avg_cost = base->getCurrCost();
   269     }
   270     /*! \brief This is called when a neighbouring state gets accepted. */
   271     void acceptEvent() {
   272       avg_cost = alpha * base->getCurrCost() + (1.0 - alpha) * avg_cost;
   273       if (warmup) {
   274         static int cnt = 0;
   275         cnt++;
   276         if (cnt >= 100) {
   277           // calculate starting threshold and starting temperature
   278           start_threshold = 5.0 * fabs(base->getBestCost() - avg_cost);
   279           temp = 10000.0;
   280           warmup = false;
   281           timer.reset();
   282         }
   283       }
   284     }
   285     /*! \brief Decides whether to continue the annealing process or not. */
   286     bool next() {
   287       if (warmup) {
   288         return true;
   289       }
   290       else {
   291         double elapsed_time = timer.getRealTime();
   292         if (fabs(avg_cost - base->getBestCost()) > threshold(elapsed_time)) {
   293           // decrease the annealing factor
   294           ann_fact *= beta;
   295         }
   296         else {
   297           // increase the temperature
   298           temp *= gamma;
   299           // reset the annealing factor
   300           ann_fact = init_ann_fact;
   301         }
   302         temp *= ann_fact;
   303         return elapsed_time < end_time;
   304       }
   305     }
   306     /*! \brief Decides whether to accept the current solution or not. */
   307     bool accept() {
   308       if (warmup) {
   309         // we accept eveything during the "warm up" phase
   310         return true;
   311       }
   312       else {
   313         double cost_diff = base->getPrevCost() - base->getCurrCost();
   314         if (cost_diff < 0.0) {
   315           return (drand48() <= exp(cost_diff / temp));
   316         }
   317         else {
   318           return true;
   319         }
   320       }
   321     }
   322   };
   323 
   324 /// @}
   325 
   326 }
   327 
   328 #endif