Refactoring and sanitization of the Metropolis-Hastings-related algorithms for more modularity/flexibility
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5 changed files with 348 additions and 233 deletions
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@ -2,7 +2,7 @@
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<moMetropolisHasting.h>
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Copyright (C) DOLPHIN Project-Team, INRIA Lille - Nord Europe, 2006-2010
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Sebastien Verel, Arnaud Liefooghe, Jeremie Humeau
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Sebastien Verel, Arnaud Liefooghe, Jeremie Humeau, Lionel Parreaux
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This software is governed by the CeCILL license under French law and
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abiding by the rules of distribution of free software. You can ue,
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@ -27,11 +27,12 @@ ParadisEO WebSite : http://paradiseo.gforge.inria.fr
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Contact: paradiseo-help@lists.gforge.inria.fr
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*/
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#ifndef _moMetropolisHasting_h
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#define _moMetropolisHasting_h
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#ifndef _moMetropolisHastings_h
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#define _moMetropolisHastings_h
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#include <algo/moLocalSearch.h>
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#include <explorer/moMetropolisHastingExplorer.h>
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#include <explorer/moMetropolisHastingsExplorer.h>
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#include <explorer/moSimpleMetropolisHastingsExplorer.h>
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#include <continuator/moTrueContinuator.h>
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#include <eval/moEval.h>
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#include <eoEvalFunc.h>
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@ -50,61 +51,50 @@ Contact: paradiseo-help@lists.gforge.inria.fr
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* the algorithm stops when the number of iterations is too large
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*/
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template<class Neighbor>
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class moMetropolisHasting: public moLocalSearch<Neighbor>
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class moMetropolisHastings: public moLocalSearch<Neighbor>
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{
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public:
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typedef typename Neighbor::EOT EOT;
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typedef moNeighborhood<Neighbor> Neighborhood ;
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/**
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* Basic constructor of the Metropolis-Hasting
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* @param _neighborhood the neighborhood
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* @param _fullEval the full evaluation function
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* @param _eval neighbor's evaluation function
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* @param _nbStep maximum step to do
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*/
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moMetropolisHasting(Neighborhood& _neighborhood, eoEvalFunc<EOT>& _fullEval, moEval<Neighbor>& _eval, unsigned int _nbStep):
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moLocalSearch<Neighbor>(explorer, trueCont, _fullEval),
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explorer(_neighborhood, _eval, defaultNeighborComp, defaultSolNeighborComp, _nbStep)
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{}
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/**
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* Simple constructor of the Metropolis-Hasting
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* General constructor of the Metropolis-Hastings algotrithm
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* @param _neighborhood the neighborhood
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* @param _fullEval the full evaluation function
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* @param _eval neighbor's evaluation function
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* @param _nbStep maximum step to do
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* @param _cont an external continuator
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*/
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moMetropolisHasting(Neighborhood& _neighborhood, eoEvalFunc<EOT>& _fullEval, moEval<Neighbor>& _eval, unsigned int _nbStep, moContinuator<Neighbor>& _cont):
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moLocalSearch<Neighbor>(explorer, _cont, _fullEval),
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explorer(_neighborhood, _eval, defaultNeighborComp, defaultSolNeighborComp, _nbStep)
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{}
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/**
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* General constructor of the Metropolis-Hasting
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* @param _neighborhood the neighborhood
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* @param _fullEval the full evaluation function
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* @param _eval neighbor's evaluation function
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* @param _nbStep maximum step to do
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* @param _cont an external continuator
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* @param _compN a neighbor vs neighbor comparator
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* @param _compSN a solution vs neighbor comparator
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*/
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moMetropolisHasting(Neighborhood& _neighborhood, eoEvalFunc<EOT>& _fullEval, moEval<Neighbor>& _eval, unsigned int _nbStep, moContinuator<Neighbor>& _cont, moNeighborComparator<Neighbor>& _compN, moSolNeighborComparator<Neighbor>& _compSN):
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moLocalSearch<Neighbor>(explorer, _cont, _fullEval),
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explorer(_neighborhood, _eval, _compN, _compSN, _nbStep)
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{}
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moMetropolisHastings(
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Neighborhood& _neighborhood
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, eoEvalFunc<EOT>& _fullEval
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, moEval<Neighbor>& _eval
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, unsigned int _nbStep
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, eoOptional< moContinuator<Neighbor> > _cont = NULL
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, eoOptional< moSolNeighborComparator<Neighbor> > _compSN = NULL
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)
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: moLocalSearch<Neighbor>(explorer, _cont.getOr(trueCont), _fullEval)
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, explorer(_neighborhood, _eval, _nbStep, _compSN)
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{ }
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private:
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// always true continuator
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moTrueContinuator<Neighbor> trueCont;
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// compare the fitness values of neighbors
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moNeighborComparator<Neighbor> defaultNeighborComp;
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// compare the fitness values of the solution and the neighbor
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moSolNeighborComparator<Neighbor> defaultSolNeighborComp;
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// MetropolisHasting explorer
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moMetropolisHastingExplorer<Neighbor> explorer;
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// Default Metropolis-Hasting explorer
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moSimpleMetropolisHastingsExplorer<Neighbor> explorer;
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};
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#endif
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@ -2,7 +2,7 @@
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<moSA.h>
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Copyright (C) DOLPHIN Project-Team, INRIA Lille - Nord Europe, 2006-2010
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Sébastien Verel, Arnaud Liefooghe, Jérémie Humeau
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Sébastien Verel, Arnaud Liefooghe, Jérémie Humeau, Lionel Parreaux
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This software is governed by the CeCILL license under French law and
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abiding by the rules of distribution of free software. You can ue,
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@ -31,12 +31,13 @@ Contact: paradiseo-help@lists.gforge.inria.fr
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#define _moSA_h
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#include <algo/moLocalSearch.h>
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#include <explorer/moSAexplorer.h>
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#include <explorer/moSAExplorer.h>
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#include <coolingSchedule/moCoolingSchedule.h>
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#include <coolingSchedule/moSimpleCoolingSchedule.h>
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#include <continuator/moTrueContinuator.h>
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#include <eval/moEval.h>
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#include <eoEvalFunc.h>
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#include <eoOptional.h>
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/**
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* Simulated Annealing
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@ -60,61 +61,96 @@ public:
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* @param _span number of iteration with equal temperature for cooling schedule (default = 100)
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* @param _finalT final temperature, threshold of the stopping criteria for cooling schedule (default = 0.01)
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*/
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moSA(Neighborhood& _neighborhood, eoEvalFunc<EOT>& _fullEval, moEval<Neighbor>& _eval, double _initT=10, double _alpha=0.9, unsigned _span=100, double _finalT=0.01):
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moLocalSearch<Neighbor>(explorer, trueCont, _fullEval),
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defaultCool(_initT, _alpha, _span, _finalT),
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explorer(_neighborhood, _eval, defaultSolNeighborComp, defaultCool)
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{}
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/**
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* Simple constructor for a simulated annealing
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* @param _neighborhood the neighborhood
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* @param _fullEval the full evaluation function
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* @param _eval neighbor's evaluation function
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* @param _cool a cooling schedule
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*/
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moSA(Neighborhood& _neighborhood, eoEvalFunc<EOT>& _fullEval, moEval<Neighbor>& _eval, moCoolingSchedule<EOT>& _cool):
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moLocalSearch<Neighbor>(explorer, trueCont, _fullEval),
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defaultCool(0, 0, 0, 0),
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explorer(_neighborhood, _eval, defaultSolNeighborComp, _cool)
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{}
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moSA(
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Neighborhood& _neighborhood,
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eoEvalFunc<EOT>& _fullEval,
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moEval<Neighbor>& _eval,
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double _initT=10,
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double _alpha=0.9,
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unsigned _span=100,
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double _finalT=0.01
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)
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: moLocalSearch<Neighbor> (
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*(explorer_ptr = defaultExplorer = new moSAExplorer<Neighbor>(_neighborhood, _eval, *(defaultCool = new moSimpleCoolingSchedule<EOT>(_initT, _alpha, _span, _finalT)), NULL)),
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*(defaultContinuator = new moTrueContinuator<Neighbor>()),
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_fullEval ),
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explorer(*explorer_ptr),
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defaultEval(NULL) // removed in C++11 with unique_ptr
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{ }
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/**
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* General constructor for a simulated annealing
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* @param _neighborhood the neighborhood
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* @param _fullEval the full evaluation function
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* @param _eval neighbor's evaluation function
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* @param _cool a cooling schedule
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* @param _eval neighbor's evaluation function
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* @param _cont an external continuator
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*/
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moSA(Neighborhood& _neighborhood, eoEvalFunc<EOT>& _fullEval, moEval<Neighbor>& _eval, moCoolingSchedule<EOT>& _cool, moContinuator<Neighbor>& _cont):
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moLocalSearch<Neighbor>(explorer, _cont, _fullEval),
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defaultCool(0, 0, 0, 0),
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explorer(_neighborhood, _eval, defaultSolNeighborComp, _cool)
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{}
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/**
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* General constructor for a simulated annealing
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* @param _neighborhood the neighborhood
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* @param _fullEval the full evaluation function
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* @param _eval neighbor's evaluation function
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* @param _cool a cooling schedule
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* @param _comp a solution vs neighbor comparator
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*/
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moSA (
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Neighborhood& _neighborhood,
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eoEvalFunc<EOT>& _fullEval,
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moCoolingSchedule<EOT>& _cool,
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eoOptional< moEval<Neighbor> > _eval = NULL,
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eoOptional< moContinuator<Neighbor> > _cont = NULL,
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eoOptional< moSolNeighborComparator<Neighbor> > _comp = NULL
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)
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: moLocalSearch<Neighbor> (
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*(explorer_ptr = defaultExplorer = new moSAExplorer<Neighbor> (
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_neighborhood,
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_eval.hasValue()? defaultEval = NULL, _eval.get(): *(defaultEval = new moFullEvalByCopy<Neighbor>(_fullEval)),
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// C++11: _eval.hasValue()? _eval.get(): *(defaultEval = new moFullEvalByCopy<Neighbor>(_fullEval)),
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_cool,
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_comp )),
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// ),
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_cont.hasValue()? defaultContinuator = NULL, _cont.get(): *(defaultContinuator = new moTrueContinuator<Neighbor>()),
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_fullEval ),
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explorer(*explorer_ptr),
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defaultCool(NULL) // removed in C++11 with unique_ptr
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{ }
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/**
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* More general constructor for a simulated annealing, giving the explorer explicitly
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* @param _fullEval the full evaluation function
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* @param _explorer the SA explorer
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* @param _cont an external continuator
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*/
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moSA(Neighborhood& _neighborhood, eoEvalFunc<EOT>& _fullEval, moEval<Neighbor>& _eval, moCoolingSchedule<EOT>& _cool, moSolNeighborComparator<Neighbor>& _comp, moContinuator<Neighbor>& _cont):
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moLocalSearch<Neighbor>(explorer, _cont, _fullEval),
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defaultCool(0, 0, 0, 0),
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explorer(_neighborhood, _eval, _comp, _cool)
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{}
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moSA (
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eoEvalFunc<EOT>& _fullEval,
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moSAExplorer<Neighbor>& _explorer,
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eoOptional< moContinuator<Neighbor> > _cont = NULL
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)
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: moLocalSearch<Neighbor> (
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*(explorer_ptr = &_explorer),
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_cont.hasValue()? defaultContinuator = NULL, _cont.get(): *(defaultContinuator = new moTrueContinuator<Neighbor>()), _fullEval ),
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defaultEval(NULL), // removed in C++11 with unique_ptr
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defaultExplorer(NULL), // removed in C++11 with unique_ptr
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explorer(*explorer_ptr),
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defaultCool(NULL) // removed in C++11 with unique_ptr
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{ }
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virtual ~moSA ()
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{
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// Note: using unique_ptr would allow us to remove this explicit destructor, but they were only introduced in C++11
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if (defaultContinuator != NULL)
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delete defaultContinuator;
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if (defaultCool != NULL)
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delete defaultCool;
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if (defaultExplorer != NULL)
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delete defaultExplorer;
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if (defaultEval != NULL)
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delete defaultEval;
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}
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private:
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moTrueContinuator<Neighbor> trueCont;
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moSimpleCoolingSchedule<EOT> defaultCool;
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moSolNeighborComparator<Neighbor> defaultSolNeighborComp;
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moSAexplorer<Neighbor> explorer;
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moFullEvalByCopy<Neighbor>* defaultEval;
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moSAExplorer<Neighbor>* defaultExplorer;
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moSAExplorer<Neighbor>* explorer_ptr; // Should never be NULL
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moSAExplorer<Neighbor>& explorer; // Not very useful field (not used yet)
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moSimpleCoolingSchedule<EOT>* defaultCool; // C++11: const std::unique_ptr<moSimpleCoolingSchedule<EOT>> defaultCool;
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moTrueContinuator<Neighbor>* defaultContinuator;
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};
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#endif
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/*
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<moMetropolisHastingExplorer.h>
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<moMetropolisHastingsExplorer.h>
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Copyright (C) DOLPHIN Project-Team, INRIA Lille - Nord Europe, 2006-2010
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Sébastien Verel, Arnaud Liefooghe, Jérémie Humeau
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Sébastien Verel, Arnaud Liefooghe, Jérémie Humeau, Lionel Parreaux
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This software is governed by the CeCILL license under French law and
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abiding by the rules of distribution of free software. You can use,
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@ -32,25 +32,31 @@
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Contact: paradiseo-help@lists.gforge.inria.fr
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*/
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#ifndef _moMetropolisHastingExplorer_h
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#define _moMetropolisHastingExplorer_h
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#ifndef _moMetropolisHastingsExplorer_h
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#define _moMetropolisHastingsExplorer_h
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#include <cstdlib>
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#include <eoOptional.h>
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#include <explorer/moNeighborhoodExplorer.h>
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#include <comparator/moNeighborComparator.h>
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#include <comparator/moSolNeighborComparator.h>
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#include <neighborhood/moNeighborhood.h>
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#include <utils/eoLogger.h>
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#include <utils/eoRNG.h>
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/**
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* Explorer for the Metropolis-Hasting Sampling.
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* Only the symetric case is considered when Q(x,y) = Q(y,x)
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* Fitness must be > 0
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*
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* Class Derived passed in template parameter should define an "alpha" function
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* returning a real between 0 and 1 representing the probability of accepting
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* a worse solution
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*/
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template< class Neighbor >
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class moMetropolisHastingExplorer : public moNeighborhoodExplorer<Neighbor>
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template< class Neighbor, class Derived >
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class moMetropolisHastingsExplorer : public moNeighborhoodExplorer<Neighbor>
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{
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public:
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typedef typename Neighbor::EOT EOT ;
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* Constructor
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* @param _neighborhood the neighborhood
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* @param _eval the evaluation function
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* @param _neighborComparator a neighbor comparator
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* @param _solNeighborComparator a solution vs neighbor comparator
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* @param _nbStep maximum number of step to do
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* @param _comp a neighbor comparator
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*/
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moMetropolisHastingExplorer(Neighborhood& _neighborhood, moEval<Neighbor>& _eval, moNeighborComparator<Neighbor>& _neighborComparator, moSolNeighborComparator<Neighbor>& _solNeighborComparator, unsigned int _nbStep) : moNeighborhoodExplorer<Neighbor>(_neighborhood, _eval), neighborComparator(_neighborComparator), solNeighborComparator(_solNeighborComparator), nbStep(_nbStep) {
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isAccept = false;
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moMetropolisHastingsExplorer(
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Neighborhood& _neighborhood,
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moEval<Neighbor>& _eval,
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eoOptional< moSolNeighborComparator<Neighbor> > _comp = NULL
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)
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: moNeighborhoodExplorer<Neighbor>(_neighborhood, _eval)
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, defaultSolNeighborComp(NULL)
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, solNeighborComparator(_comp.hasValue()? _comp.get(): *(defaultSolNeighborComp = new moSolNeighborComparator<Neighbor>()))
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{
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if (!neighborhood.isRandom()) {
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std::cout << "moMetropolisHastingExplorer::Warning -> the neighborhood used is not random" << std::endl;
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eo::log << eo::warnings << "moMetropolisHastingsExplorer::Warning -> the neighborhood used is not random" << std::endl;
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}
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}
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/**
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* Destructor
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*/
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~moMetropolisHastingExplorer() {
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~moMetropolisHastingsExplorer() {
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if (defaultSolNeighborComp != NULL)
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delete defaultSolNeighborComp;
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}
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/**
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* initialization of the number of step to be done
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* @param _solution unused solution
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* Init Search parameters: Nothing to do
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* @param _solution the solution to explore
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*/
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virtual void initParam(EOT & _solution) {
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step = 0;
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isAccept = true;
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};
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virtual void initParam(EOT & _solution) {};
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/**
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* increase the number of step
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* @param _solution unused solution
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*/
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virtual void updateParam(EOT & _solution) {
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step++;
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};
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/**
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* terminate: NOTHING TO DO
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* @param _solution unused solution
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* terminate: Nothing to do
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* @param _solution the solution to explore
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*/
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virtual void terminate(EOT & _solution) {};
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/**
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* Explore the neighborhood of a solution
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* @param _solution
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*/
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virtual void operator()(EOT & _solution) {
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virtual void operator()(EOT & _solution)
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{
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//Test if _solution has a Neighbor
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if (neighborhood.hasNeighbor(_solution)) {
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if (neighborhood.hasNeighbor(_solution))
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{
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//init the first neighbor
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neighborhood.init(_solution, selectedNeighbor);
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//eval the _solution moved with the neighbor and stock the result in the neighbor
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//eval the _solution moved with the neighbor and stores the result in the neighbor
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eval(_solution, selectedNeighbor);
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}
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else {
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//if _solution hasn't neighbor,
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isAccept=false;
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}
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};
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/**
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* continue if there is a neighbor and it is remainds some steps to do
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* accept chooses whether to accept or reject the selected neighbor
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* @param _solution the solution
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* @return true there is some steps to do
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* @return true if the selected neighbor is accepted
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*/
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virtual bool isContinue(EOT & _solution) {
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return (step < nbStep) ;
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};
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/**
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* accept test if an ameliorated neighbor was found
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* @param _solution the solution
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* @return true if the best neighbor ameliorate the fitness
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*/
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virtual bool accept(EOT & _solution) {
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double alpha=0.0;
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virtual bool accept(EOT & _solution)
|
||||
{
|
||||
bool isMoveAccepted = false;
|
||||
if (neighborhood.hasNeighbor(_solution)) {
|
||||
if (solNeighborComparator(_solution, selectedNeighbor))
|
||||
isAccept = true;
|
||||
else {
|
||||
if (_solution.fitness() != 0) {
|
||||
if ( (double)selectedNeighbor.fitness() < (double)_solution.fitness()) // maximizing
|
||||
alpha = (double) selectedNeighbor.fitness() / (double) _solution.fitness();
|
||||
else //minimizing
|
||||
alpha = (double) _solution.fitness() / (double) selectedNeighbor.fitness();
|
||||
isAccept = (rng.uniform() < alpha) ;
|
||||
}
|
||||
else {
|
||||
if ( (double) selectedNeighbor.fitness() < (double) _solution.fitness()) // maximizing
|
||||
isAccept = true;
|
||||
else
|
||||
isAccept = false;
|
||||
}
|
||||
}
|
||||
if (solNeighborComparator(_solution, selectedNeighbor))
|
||||
// accept if the current neighbor is better than the solution
|
||||
isMoveAccepted = true;
|
||||
else isMoveAccepted = rng.uniform() < static_cast<Derived*>(this)->alpha(_solution);
|
||||
}
|
||||
return isAccept;
|
||||
return isMoveAccepted;
|
||||
};
|
||||
|
||||
|
||||
private:
|
||||
// comparator betwenn solution and neighbor or between neighbors
|
||||
moNeighborComparator<Neighbor>& neighborComparator;
|
||||
|
||||
// default comparator betwenn solution and neighbor
|
||||
moSolNeighborComparator<Neighbor>* defaultSolNeighborComp;
|
||||
|
||||
// comparator betwenn solution and neighbor
|
||||
moSolNeighborComparator<Neighbor>& solNeighborComparator;
|
||||
|
||||
// current number of step
|
||||
unsigned int step;
|
||||
|
||||
// maximum number of steps to do
|
||||
unsigned int nbStep;
|
||||
|
||||
// true if the move is accepted
|
||||
bool isAccept ;
|
||||
|
||||
};
|
||||
|
||||
|
||||
|
|
|
|||
|
|
@ -1,8 +1,8 @@
|
|||
/*
|
||||
<moSAexplorer.h>
|
||||
<moSAExplorer.h>
|
||||
Copyright (C) DOLPHIN Project-Team, INRIA Lille - Nord Europe, 2006-2010
|
||||
|
||||
Sébastien Verel, Arnaud Liefooghe, Jérémie Humeau
|
||||
Sébastien Verel, Arnaud Liefooghe, Jérémie Humeau, Lionel Parreaux
|
||||
|
||||
This software is governed by the CeCILL license under French law and
|
||||
abiding by the rules of distribution of free software. You can use,
|
||||
|
|
@ -32,15 +32,18 @@
|
|||
Contact: paradiseo-help@lists.gforge.inria.fr
|
||||
*/
|
||||
|
||||
#ifndef _moSAexplorer_h
|
||||
#define _moSAexplorer_h
|
||||
#ifndef _moSAExplorer_h
|
||||
#define _moSAExplorer_h
|
||||
|
||||
#include <cstdlib>
|
||||
|
||||
#include <explorer/moNeighborhoodExplorer.h>
|
||||
//#include <explorer/moNeighborhoodExplorer.h>
|
||||
#include <explorer/moMetropolisHastingsExplorer.h>
|
||||
#include <comparator/moSolNeighborComparator.h>
|
||||
#include <coolingSchedule/moCoolingSchedule.h>
|
||||
#include <neighborhood/moNeighborhood.h>
|
||||
#include <eoOptional.h>
|
||||
#include <eval/moFullEvalByCopy.h>
|
||||
|
||||
#include <utils/eoRNG.h>
|
||||
|
||||
|
|
@ -51,35 +54,37 @@
|
|||
*
|
||||
*/
|
||||
template< class Neighbor >
|
||||
class moSAexplorer : public moNeighborhoodExplorer<Neighbor>
|
||||
class moSAExplorer : public moMetropolisHastingsExplorer< Neighbor, moSAExplorer<Neighbor> >
|
||||
{
|
||||
public:
|
||||
typedef typename Neighbor::EOT EOT ;
|
||||
typedef moNeighborhood<Neighbor> Neighborhood ;
|
||||
|
||||
|
||||
using moNeighborhoodExplorer<Neighbor>::neighborhood;
|
||||
using moNeighborhoodExplorer<Neighbor>::eval;
|
||||
using moNeighborhoodExplorer<Neighbor>::selectedNeighbor;
|
||||
|
||||
/**
|
||||
* Constructor
|
||||
* Constructor for the simple MH explorer
|
||||
* @param _neighborhood the neighborhood
|
||||
* @param _eval the evaluation function
|
||||
* @param _cool the cooling schedule
|
||||
* @param _solNeighborComparator a solution vs neighbor comparator
|
||||
* @param _coolingSchedule the cooling schedule
|
||||
*/
|
||||
moSAexplorer(Neighborhood& _neighborhood, moEval<Neighbor>& _eval, moSolNeighborComparator<Neighbor>& _solNeighborComparator, moCoolingSchedule<EOT>& _coolingSchedule) : moNeighborhoodExplorer<Neighbor>(_neighborhood, _eval), solNeighborComparator(_solNeighborComparator), coolingSchedule(_coolingSchedule) {
|
||||
isAccept = false;
|
||||
|
||||
if (!neighborhood.isRandom()) {
|
||||
std::cout << "moSAexplorer::Warning -> the neighborhood used is not random" << std::endl;
|
||||
}
|
||||
}
|
||||
|
||||
moSAExplorer (
|
||||
Neighborhood& _neighborhood,
|
||||
moEval<Neighbor>& _eval,
|
||||
moCoolingSchedule<EOT>& _cool,
|
||||
eoOptional< moSolNeighborComparator<Neighbor> > _comp = NULL
|
||||
)
|
||||
: moMetropolisHastingsExplorer< Neighbor, moSAExplorer<Neighbor> >(_neighborhood, _eval, _comp)
|
||||
, coolingSchedule(_cool)
|
||||
{ }
|
||||
|
||||
/**
|
||||
* Destructor
|
||||
*/
|
||||
~moSAexplorer() {
|
||||
~moSAExplorer() {
|
||||
}
|
||||
|
||||
/**
|
||||
|
|
@ -88,7 +93,7 @@ public:
|
|||
*/
|
||||
virtual void initParam(EOT & _solution) {
|
||||
temperature = coolingSchedule.init(_solution);
|
||||
isAccept = false;
|
||||
//isMoveAccepted = false;
|
||||
};
|
||||
|
||||
/**
|
||||
|
|
@ -100,7 +105,7 @@ public:
|
|||
};
|
||||
|
||||
/**
|
||||
* terminate: NOTHING TO DO
|
||||
* terminate: Nothing to do
|
||||
* @param _solution unused solution
|
||||
*/
|
||||
virtual void terminate(EOT & _solution) {};
|
||||
|
|
@ -111,17 +116,14 @@ public:
|
|||
*/
|
||||
virtual void operator()(EOT & _solution) {
|
||||
//Test if _solution has a Neighbor
|
||||
if (neighborhood.hasNeighbor(_solution)) {
|
||||
if (neighborhood.hasNeighbor(_solution))
|
||||
{
|
||||
//init on the first neighbor: supposed to be random solution in the neighborhood
|
||||
neighborhood.init(_solution, selectedNeighbor);
|
||||
|
||||
//eval the _solution moved with the neighbor and stock the result in the neighbor
|
||||
eval(_solution, selectedNeighbor);
|
||||
}
|
||||
else {
|
||||
//if _solution hasn't neighbor,
|
||||
isAccept=false;
|
||||
}
|
||||
};
|
||||
|
||||
/**
|
||||
|
|
@ -132,51 +134,35 @@ public:
|
|||
virtual bool isContinue(EOT & _solution) {
|
||||
return coolingSchedule(temperature);
|
||||
};
|
||||
|
||||
|
||||
/**
|
||||
* acceptance criterion according to the boltzmann criterion
|
||||
* @param _solution the solution
|
||||
* @return true if better neighbor or rnd < exp(delta f / T)
|
||||
*/
|
||||
virtual bool accept(EOT & _solution) {
|
||||
if (neighborhood.hasNeighbor(_solution)) {
|
||||
if (solNeighborComparator(_solution, selectedNeighbor)) // accept if the current neighbor is better than the solution
|
||||
isAccept = true;
|
||||
else {
|
||||
double alpha=0.0;
|
||||
double fit1, fit2;
|
||||
fit1=(double)selectedNeighbor.fitness();
|
||||
fit2=(double)_solution.fitness();
|
||||
if (fit1 < fit2) // this is a maximization
|
||||
alpha = exp((fit1 - fit2) / temperature );
|
||||
else // this is a minimization
|
||||
alpha = exp((fit2 - fit1) / temperature );
|
||||
isAccept = (rng.uniform() < alpha) ;
|
||||
}
|
||||
}
|
||||
return isAccept;
|
||||
};
|
||||
|
||||
/**
|
||||
* Getter
|
||||
* getTemperature getter function
|
||||
* @return the temperature
|
||||
*/
|
||||
double getTemperature() {
|
||||
double getTemperature() const {
|
||||
return temperature;
|
||||
}
|
||||
|
||||
|
||||
/**
|
||||
* alpha required by moMetropolisHastingsExplorer, using the Boltzman distribution e^(-delta/T)
|
||||
* @param _solution the solution
|
||||
* @return a real between 0 and 1 representing the probability of accepting a worse solution
|
||||
*/
|
||||
double alpha(EOT & _solution) {
|
||||
return exp( - fabs((double) selectedNeighbor.fitness() - (double) _solution.fitness()) / temperature );
|
||||
}
|
||||
|
||||
|
||||
private:
|
||||
// comparator betwenn solution and neighbor
|
||||
moSolNeighborComparator<Neighbor>& solNeighborComparator;
|
||||
|
||||
|
||||
// The cooling schedule
|
||||
moCoolingSchedule<EOT>& coolingSchedule;
|
||||
|
||||
// temperatur of the process
|
||||
|
||||
// current temperatur of the process
|
||||
double temperature;
|
||||
|
||||
// true if the move is accepted
|
||||
bool isAccept ;
|
||||
|
||||
};
|
||||
|
||||
|
||||
#endif
|
||||
|
||||
|
|
|
|||
129
mo/src/explorer/moSimpleMetropolisHastingsExplorer.h
Normal file
129
mo/src/explorer/moSimpleMetropolisHastingsExplorer.h
Normal file
|
|
@ -0,0 +1,129 @@
|
|||
/*
|
||||
<moSimpleMetropolisHastingsExplorer.h>
|
||||
Copyright (C) DOLPHIN Project-Team, INRIA Lille - Nord Europe, 2006-2010
|
||||
|
||||
Sébastien Verel, Arnaud Liefooghe, Jérémie Humeau, Lionel Parreaux
|
||||
|
||||
This software is governed by the CeCILL license under French law and
|
||||
abiding by the rules of distribution of free software. You can use,
|
||||
modify and/ or redistribute the software under the terms of the CeCILL
|
||||
license as circulated by CEA, CNRS and INRIA at the following URL
|
||||
"http://www.cecill.info".
|
||||
|
||||
As a counterpart to the access to the source code and rights to copy,
|
||||
modify and redistribute granted by the license, users are provided only
|
||||
with a limited warranty and the software's author, the holder of the
|
||||
economic rights, and the successive licensors have only limited liability.
|
||||
|
||||
In this respect, the user's attention is drawn to the risks associated
|
||||
with loading, using, modifying and/or developing or reproducing the
|
||||
software by the user in light of its specific status of free software,
|
||||
that may mean that it is complicated to manipulate, and that also
|
||||
therefore means that it is reserved for developers and experienced
|
||||
professionals having in-depth computer knowledge. Users are therefore
|
||||
encouraged to load and test the software's suitability as regards their
|
||||
requirements in conditions enabling the security of their systems and/or
|
||||
data to be ensured and, more generally, to use and operate it in the
|
||||
same conditions as regards security.
|
||||
The fact that you are presently reading this means that you have had
|
||||
knowledge of the CeCILL license and that you accept its terms.
|
||||
|
||||
ParadisEO WebSite : http://paradiseo.gforge.inria.fr
|
||||
Contact: paradiseo-help@lists.gforge.inria.fr
|
||||
*/
|
||||
|
||||
#ifndef _moSimpleMetropolisHastingsExplorer_h
|
||||
#define _moSimpleMetropolisHastingsExplorer_h
|
||||
/*
|
||||
#include <cstdlib>
|
||||
|
||||
#include <explorer/moNeighborhoodExplorer.h>
|
||||
#include <comparator/moNeighborComparator.h>
|
||||
#include <comparator/moSolNeighborComparator.h>
|
||||
#include <neighborhood/moNeighborhood.h>
|
||||
|
||||
#include <utils/eoRNG.h>*/
|
||||
#include <explorer/moMetropolisHastingsExplorer.h>
|
||||
|
||||
|
||||
/**
|
||||
* Explorer for the Metropolis-Hasting Sampling.
|
||||
* Only the symetric case is considered when Q(x,y) = Q(y,x)
|
||||
* Fitness must be > 0
|
||||
*/
|
||||
template< class Neighbor >
|
||||
class moSimpleMetropolisHastingsExplorer
|
||||
: public moMetropolisHastingsExplorer< Neighbor, moSimpleMetropolisHastingsExplorer<Neighbor> >
|
||||
{
|
||||
public:
|
||||
typedef typename Neighbor::EOT EOT ;
|
||||
typedef moNeighborhood<Neighbor> Neighborhood ;
|
||||
|
||||
using moNeighborhoodExplorer<Neighbor>::selectedNeighbor;
|
||||
|
||||
/**
|
||||
* Constructor for the simple MH explorer
|
||||
* @param _neighborhood the neighborhood
|
||||
* @param _eval the evaluation function
|
||||
* @param _maxSteps maximum number of currentStepNb to do
|
||||
* @param _solNeighborComparator a solution vs neighbor comparator
|
||||
*/
|
||||
moSimpleMetropolisHastingsExplorer (
|
||||
Neighborhood& _neighborhood,
|
||||
moEval<Neighbor>& _eval,
|
||||
unsigned int _maxSteps,
|
||||
eoOptional< moSolNeighborComparator<Neighbor> > _comp = NULL
|
||||
)
|
||||
: moMetropolisHastingsExplorer< Neighbor, moSimpleMetropolisHastingsExplorer<Neighbor> >(_neighborhood, _eval, _comp)
|
||||
, maxSteps(_maxSteps)
|
||||
{ }
|
||||
|
||||
/**
|
||||
* initialization of currentStepNb to be done here
|
||||
* @param _solution unused
|
||||
*/
|
||||
virtual void initParam(EOT & _solution) {
|
||||
currentStepNb = 0;
|
||||
//isAccept = true;
|
||||
};
|
||||
|
||||
/**
|
||||
* increment currentStepNb
|
||||
* @param _solution unused
|
||||
*/
|
||||
virtual void updateParam(EOT & _solution) {
|
||||
currentStepNb++;
|
||||
};
|
||||
|
||||
/**
|
||||
* continue if there is a neighbor and it is remainds some steps to do
|
||||
* @param _solution the solution
|
||||
* @return true if there is still some steps to perform
|
||||
*/
|
||||
virtual bool isContinue(EOT & _solution) {
|
||||
return currentStepNb < maxSteps;
|
||||
};
|
||||
|
||||
/**
|
||||
* alpha required by moMetropolisHastingsExplorer
|
||||
* @param _solution the solution
|
||||
* @return a real between 0 and 1 representing the probability of accepting a worse solution
|
||||
*/
|
||||
double alpha(EOT & _solution) {
|
||||
if (selectedNeighbor.fitness() == 0)
|
||||
return selectedNeighbor.fitness() < (double) _solution.fitness() ? 1: 0;
|
||||
return (double) _solution.fitness() / (double) selectedNeighbor.fitness();
|
||||
}
|
||||
|
||||
private:
|
||||
|
||||
// current number of steps
|
||||
unsigned int currentStepNb;
|
||||
|
||||
// maximum number of steps to perform
|
||||
unsigned int maxSteps;
|
||||
|
||||
};
|
||||
|
||||
|
||||
#endif
|
||||
Loading…
Add table
Add a link
Reference in a new issue