intermediate commit 5
This commit is contained in:
LPTK
parent
8c6610ec67
commit
816ea1553a
11 changed files with 377 additions and 157 deletions
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@ -47,22 +47,28 @@ Lionel Parreaux <lionel.parreaux@gmail.com>
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#include <iostream>
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using namespace std;
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/*
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static const char * stoppingReasons[] = {"no accepted solution", "null std dev" , "frozen >= theta"};
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static const char * chainEndingReasons[] = {"MAX GENerated solutions", "MAX ACCepted solutions"};
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*/
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//!
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/*!
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*/
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template< class EOT, class Neighbor > //, class Neighborhood >
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//template< class Neighbor > //, class Neighborhood >
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//class moTrikiCoolingSchedule: public moCoolingSchedule< typename Neighbor::EOT >
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template< class EOT >
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class moTrikiCoolingSchedule: public moCoolingSchedule< EOT >
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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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//typedef moNeighborhood<Neighbor> Neighborhood ;
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//! Constructor
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/*!
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*/
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moTrikiCoolingSchedule (Neighborhood& _neighborhood, moEval<Neighbor>& _eval, double _initTemp)
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/*
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moTrikiCoolingSchedule (Neighborhood& _neighborhood, moEval<Neighbor>& _eval, double _initTemp) // FIXME rem useless params!!
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: initTemp(_initTemp),
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mu2(10), // mu2 typically belongs to [1; 20]
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K1(2), // K1 in [1; 4], the number of chains without reaching equilibrium before we raise the temperature
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@ -74,29 +80,59 @@ public:
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max_accepted(50), // depends on pb/neighborhood
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max_generated(100), // depends on pb/neighborhood
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theta(10), // theta is typically set to 10
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statIsInitialized(false),
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outf("out.data")
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statIsInitialized(false)//,
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//outf("out.data")
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{ }
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*/
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// moTrikiCoolingSchedule (
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// Neighborhood& _neighborhood, moEval<Neighbor>& _eval, double _initTemp,
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// double _max_accepted,
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// double _max_generated
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// )
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// : initTemp(_initTemp),
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// mu2(10), // mu2 typically belongs to [1; 20]
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// K1(2), // K1 in [1; 4], the number of chains without reaching equilibrium before we raise the temperature
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// K2(5), // ???
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// lambda1(2), // the increase in temperature, typically in [1.5; 4]
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// lambda2(.7), // lambda2 in [0.5; 0.99]
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// mu1(10), // target decrease in cost factor, in [2; 20]
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// xi(1.05), // xi typically belongs to [1; 1.1]
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// max_accepted(_max_accepted), // depends on pb/neighborhood
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// max_generated(_max_generated), // depends on pb/neighborhood
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// theta(10), // theta is typically set to 10
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// statIsInitialized(false)//,
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// //outf("out.data")
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// { }
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moTrikiCoolingSchedule (
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Neighborhood& _neighborhood, moEval<Neighbor>& _eval, double _initTemp,
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double _max_accepted,
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double _max_generated
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)
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double _initTemp,
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int _max_accepted = 50,
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int _max_generated = 100,
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double _mu2 = 2,
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double _mu1 = 10,
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double _lambda1 = 2,
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double _lambda2 = .7,
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double _xi = 1.05,
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int _theta = 10,
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int _K1 = 10,
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int _K2 = 5
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) // TODO reorder inits
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: initTemp(_initTemp),
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mu2(10), // mu2 typically belongs to [1; 20]
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K1(2), // K1 in [1; 4], the number of chains without reaching equilibrium before we raise the temperature
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K2(5), // ???
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lambda1(2), // the increase in temperature, typically in [1.5; 4]
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lambda2(.7), // lambda2 in [0.5; 0.99]
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mu1(10), // target decrease in cost factor, in [2; 20]
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xi(1.05), // xi typically belongs to [1; 1.1]
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mu2(_mu2), // mu2 typically belongs to [1; 20]
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K1(_K1), // K1 in [1; 4], the number of chains without reaching equilibrium before we raise the temperature
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K2(_K2), // ???
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lambda1(_lambda1), // the increase in temperature (reheating factor), typically in [1.5; 4]
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lambda2(_lambda2), // lambda2 in [0.5; 0.99]
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mu1(_mu1), // target decrease in cost factor, in [2; 20]
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xi(_xi), // xi typically belongs to [1; 1.1]
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max_accepted(_max_accepted), // depends on pb/neighborhood
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max_generated(_max_generated), // depends on pb/neighborhood
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theta(10), // theta is typically set to 10
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statIsInitialized(false),
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outf("out.data")
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{ }
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theta(_theta), // theta is typically set to 10
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statIsInitialized(false)
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{
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chainStat.temperature = initTemp;
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}
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/**
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* Initial temperature
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@ -104,16 +140,25 @@ public:
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*/
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double init(EOT & _solution) {
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accepted = generated = costs_sum = 0;
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accepted = generated = 0;// = costs_sum = 0;
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negative_temp = equilibrium_not_reached = frozen = 0;
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//cout << "acc " << max_accepted << " " << max_generated << endl;
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/*
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reinitializing = false;
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terminated = false;
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statIsInitialized = false;
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*/
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reinitializing = false;
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//cout << "INIT T=" << initTemp << endl;
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//cout << "INIT T=" << chainStat.temperature << endl;
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//chainStat.temperature = initTemp;
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///
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cout << "INIT T=" << initTemp << endl;
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//cout << "INIT T=" << initTemp << endl;
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///
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//outf.open("out");
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@ -132,9 +177,18 @@ public:
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void update(double& _temp, bool _acceptedMove, EOT & _solution) {
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//cout << _temp << " g " << generated << endl;
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prevTemp = _temp;
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chainStat.temperature = _temp;
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chainStat.stoppingReason = NULL;
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chainStat.chainEndingReason = NULL;
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chainStat.equilibriumNotReached = false;
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chainStat.negativeTemp = false;
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//chainStat.markovChainEnded = false;
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chainStat.generatedSolutions = generated;
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chainStat.acceptedSolutions = accepted;
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generated++;
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cout << "gen " << generated << endl;
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if (_acceptedMove)
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{
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@ -145,78 +199,83 @@ public:
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momentStat(_solution);
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else momentStat.init(_solution), statIsInitialized = true;
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//cout << _solution.fitness() << " avgCost=" << momentStat.value().first << endl;
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//cout << _solution.fitness() << " avgFitness=" << momentStat.value().first << endl;
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}
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markovChainEnded = false;
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if (accepted > max_accepted || generated > max_generated) {
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chainStat.chainEndingReason = accepted > max_accepted ? chainEndingReasons[0]: chainEndingReasons[1];
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markovChainEnded = true;
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//chainStat.markovChainEnded = true;
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if (accepted == 0) // ADDED! Otherwise the computed std dev is null; we're probably at equilibrium
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{
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///
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cout << "Stopping: no accepted solution" << endl;
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//cout << "Stopping: no accepted solution" << endl;
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///
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terminated = true;
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return;
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chainStat.terminated = true, chainStat.stoppingReason = stoppingReasons[0];
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return; // FIXME nutgud
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}
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///
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cout << (accepted > max_accepted? "MAXACC ": "MAXGEN ");
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//cout << (accepted > max_accepted? "MAXACC ": "MAXGEN ");
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///
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//double avgCost = costs_sum/(double)accepted;
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//double avgFitness = costs_sum/(double)accepted;
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//double stdDev = sqrt(varStat.value()); // WARNING: IT'S NO MORE THE AVG COST, NOW IT'S THE STD DEV!
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//double variance = varStat.value();
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double avgCost = momentStat.value().first;
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double avgFitness = momentStat.value().first;
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double variance = momentStat.value().second;
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double stdDev = sqrt(variance);
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double sigma = stdDev;
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//double stdDev = sqrt(variance);
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chainStat.stdDev = sqrt(variance);
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double sigma = chainStat.stdDev;
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double delta = sigma/mu2;
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//outf << avgCost << endl;
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outf << _temp << endl;
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//outf << prevAvgCost-delta << endl;
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//outf << avgFitness << endl;
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//outf << _temp << endl;
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//outf << prevAvgFitness-delta << endl;
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accepted = generated = costs_sum = 0;
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accepted = generated = 0; // = costs_sum = 0;
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//momentStat.init(_solution);//TODONE use next chain's first sol
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statIsInitialized = false;
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///
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cout << "T=" << _temp << " avgCost=" << avgCost << " stdDev=" << stdDev << " currCost=" << _solution.fitness() << endl;
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//cout << "T=" << _temp << " avgFitness=" << avgFitness << " stdDev=" << chainStat.stdDev << " currCost=" << _solution.fitness() << endl;
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///
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double alpha;
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double oldprevAvgCost = prevAvgCost;
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double alpha = 0;
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double prevAvgFitness = chainStat.avgFitness;
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///
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cout << "negTemp: " << negative_temp << " / " << K2 << endl;
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//cout << "negTemp: " << negative_temp << " / " << K2 << endl;
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///
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if (negative_temp < K2)
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{
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//if (!chainStat.reinitializing)
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if (!reinitializing)
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{
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///
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if (avgCost/(prevAvgCost-delta) > xi) cout << "/!\\ eq not reached!" << endl;
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//if (avgFitness/(chainStat.prevAvgFitness-delta) > xi) cout << "/!\\ eq not reached!" << endl;
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///
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if (avgCost/(prevAvgCost-delta) > xi)
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if (avgFitness/(prevAvgFitness-delta) > xi)
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equilibrium_not_reached++;
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else equilibrium_not_reached = 0;
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}
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if (equilibrium_not_reached > K1)
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{
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///
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cout << "/!\\ Reinitializing (eq not reached)" << endl;
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//cout << "/!\\ Reinitializing (eq not reached)" << endl;
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///
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//chainStat.reinitializing = true;
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reinitializing = true;
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chainStat.equilibriumNotReached = true;
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alpha = lambda1;
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delta = sigma/mu1;
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equilibrium_not_reached = 0; // ADDED! Otherwise the algo gets trapped here!
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@ -224,11 +283,13 @@ public:
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else if (_temp*delta/(sigma*sigma) >= 1)
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{
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///
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cout << "/!\\ neg temp!" << endl;
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//cout << "/!\\ neg temp!" << endl;
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///
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negative_temp++;
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reinitializing = true;
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chainStat.negativeTemp = true;
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if (negative_temp < K2)
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{
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alpha = lambda1;
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@ -244,7 +305,7 @@ public:
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{
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cout << "ccc" << endl;
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reinitializing = false;
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prevAvgCost = avgCost;
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prevAvgFitness = avgFitness;
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alpha = 1-_temp*delta/(sigma*sigma);
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}
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*/
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@ -253,37 +314,42 @@ public:
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else
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{
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///
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cout << "[normal decrease]" << endl;
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//cout << "[normal decrease]" << endl;
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///
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reinitializing = false;
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prevAvgCost = avgCost;
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//chainStat.avgFitness = avgFitness;
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//alpha = 1-_temp*delta/(sigma*sigma);
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alpha = 1-_temp*delta/variance;
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//alpha = (sigma==0? 1: 1-_temp*delta/(sigma*sigma)); // ADDED! but removed
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if (sigma == 0) // ADDED! When std dev is null, the solution is probably at eq, and the algo can't go on anyways
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terminated = true, cout << "Stopping: null std dev" << endl;
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chainStat.terminated = true, chainStat.stoppingReason = stoppingReasons[1]; //, cout << "Stopping: null std dev" << endl;
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}
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}
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// FIXME: else what? alpha=?
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///
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cout << "*=" << alpha << endl;
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//cout << "*=" << alpha << endl;
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///
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_temp *= alpha;
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chainStat.currentFitness = _solution.fitness(); // FIXME here?
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chainStat.alpha = alpha;
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chainStat.delta = delta;
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chainStat.avgFitness = avgFitness;
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// Never seems to be used
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if (avgCost == oldprevAvgCost) // use a neighborhood to approximate double equality?
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if (avgFitness == prevAvgFitness) // use a neighborhood to approximate double equality?
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frozen++;
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else frozen = 0;
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if (frozen >= theta)
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chainStat.terminated = true, chainStat.stoppingReason = stoppingReasons[2];;
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//exit(0);
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//cin.get();
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@ -299,26 +365,134 @@ public:
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bool operator() (double temperature)
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{
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///
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if (terminated) cout << "TERMINATED" << endl;
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//if (chainStat.terminated) cout << "TERMINATED" << endl;
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///
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return frozen < theta
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&& !terminated ; // ADDED! because 'frozen' doesn't terminate anything
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&& !chainStat.terminated ; // ADDED! because 'frozen' doesn't terminate anything
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return !chainStat.terminated ; // ADDED! because 'frozen' doesn't terminate anything
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}
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bool markovChainJustEnded()
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/*
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bool markovChainJustEnded() const
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{
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return markovChainEnded;
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}
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}*/
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// Code for generating the getters:
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/*
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#define __triki_getterType double
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#define __triki_makeGetter(name) __triki_getterType name() { return chainStat.name; }
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__triki_makeGetter(stdDev)
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__triki_makeGetter(avgFitness)
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__triki_makeGetter(prevTemp)
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__triki_makeGetter(currentFitness)
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__triki_makeGetter(alpha)
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MarkovChainStats& getMarkovChainStats()
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#undef __triki_getterType
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#define __triki_getterType int
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__triki_makeGetter(generatedSolutions)
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__triki_makeGetter(acceptedSolutions)
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#undef __triki_getterType
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#define __triki_getterType const char *
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__triki_makeGetter(stoppingReason)
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__triki_makeGetter(chainEndingReason)
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#undef __triki_getterType
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#undef __triki_makeGetter
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*/
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#define __triki_makeGetter(name, type) type name() { return chainStat.name; }
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__triki_makeGetter(stdDev, double)
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__triki_makeGetter(avgFitness, double)
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__triki_makeGetter(temperature, double)
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__triki_makeGetter(currentFitness, double)
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__triki_makeGetter(alpha, double)
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__triki_makeGetter(delta, double)
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__triki_makeGetter(generatedSolutions, int)
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__triki_makeGetter(acceptedSolutions, int)
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__triki_makeGetter(equilibriumNotReached, bool)
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__triki_makeGetter(negativeTemp, bool)
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__triki_makeGetter(terminated, bool)
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__triki_makeGetter(stoppingReason, const char *)
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__triki_makeGetter(chainEndingReason, const char *)
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#undef __triki_makeGetter
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const bool markovChainEnded() const
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{
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return markovChainStats;
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return chainStat.chainEndingReason != NULL;
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}
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struct MarkovChainStats;
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const MarkovChainStats& markovChainStats() const
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{
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return chainStat;
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}
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struct MarkovChainStats {
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MarkovChainStats()
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: stdDev(0), avgFitness(0), temperature(-1), currentFitness(-1), alpha(0), delta(0),
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//equilibriumNotReached(false), negativeTemp(false), terminated(false), markovChainEnded(false)
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equilibriumNotReached(false), negativeTemp(false), terminated(false)
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{ }
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double
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stdDev,
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avgFitness,
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//prevAvgFitness,
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//expectedDecreaseInCost, // delta
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//costs_sum,
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temperature,
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currentFitness,
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alpha,
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delta
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;
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int generatedSolutions, acceptedSolutions;
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//bool reinitializing, terminated, markovChainEnded;
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bool equilibriumNotReached, negativeTemp, terminated; //, markovChainEnded;
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const char * stoppingReason;
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const char * chainEndingReason; // if NULL, the chain has not ended
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//EOT& currentSolution;
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//moTrikiCoolingSchedule& coolingSchedule;
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void print(std::ostream& os = std::cout, bool onlyWhenChainEnds = true) const
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{
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//if (markovChainEnded || !onlyWhenChainEnds)
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if (chainEndingReason != NULL || !onlyWhenChainEnds)
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{
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//os << "T=" << prevTemp << " avgFitness=" << prevAvgFitness << " stdDev=" << stdDev << " currentFitness=" << currentSolution.fitness() << endl;
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os << "T=" << temperature << " avgFitness=" << avgFitness << " stdDev=" << stdDev << " currentFitness=" << currentFitness << " expected decrease in cost=" << delta << endl;
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//os << "T=" << prevTemp << " \t\tavgFitness=" << prevAvgFitness << " \t\tstdDev=" << stdDev << " \t\tcurrentFitness=" << currentFitness << endl;
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//os << "T*=" << alpha << " reinitializing=" << reinitializing << " markovChainEnded=" << markovChainEnded << endl;// << " terminated=" << terminated;
|
||||
//os << "T*=" << alpha << " markovChainEnded=" << markovChainEnded;// << " terminated=" << terminated;
|
||||
// TODONE print delta ? (expected decrease in cost)
|
||||
if (chainEndingReason != NULL)
|
||||
os << "T*=" << alpha << " chain ended, because " << chainEndingReason;
|
||||
if (equilibriumNotReached)
|
||||
os << " /!\\ equilibrium not reached";
|
||||
if (negativeTemp)
|
||||
os << " /!\\ negative temperature";
|
||||
os << endl;
|
||||
if (terminated)
|
||||
os << "Terminated, because " << stoppingReason << endl;
|
||||
// os << endl;
|
||||
}
|
||||
}
|
||||
};
|
||||
|
||||
|
||||
private:
|
||||
|
|
@ -340,13 +514,17 @@ private:
|
|||
xi // xi typically belongs to [1; 1.1]
|
||||
// private variables
|
||||
;
|
||||
/*
|
||||
double
|
||||
stdDev,
|
||||
prevAvgCost,
|
||||
prevAvgFitness,
|
||||
expectedDecreaseInCost, // delta
|
||||
costs_sum,
|
||||
prevTemp
|
||||
;
|
||||
;*/
|
||||
MarkovChainStats chainStat;
|
||||
//double costs_sum;
|
||||
|
||||
const int
|
||||
max_accepted,
|
||||
max_generated,
|
||||
|
|
@ -359,48 +537,65 @@ private:
|
|||
negative_temp,
|
||||
frozen
|
||||
;
|
||||
bool reinitializing, terminated, markovChainEnded;
|
||||
//bool reinitializing, terminated, markovChainEnded;
|
||||
|
||||
//moFitnessVarianceStat<EOT> varStat;
|
||||
moFitnessMomentsStat<EOT> momentStat;
|
||||
bool statIsInitialized;
|
||||
|
||||
ofstream outf;
|
||||
bool statIsInitialized, reinitializing;
|
||||
|
||||
//ofstream outf;
|
||||
/*
|
||||
static const char * stoppingReasons[] = {"no accepted solution", "null std dev" , "frozen >= theta"};
|
||||
static const char * chainEndingReasons[] = {"MAX GENerated solutions", "MAX ACCepted solutions"};
|
||||
*/
|
||||
static const char * stoppingReasons[];
|
||||
static const char * chainEndingReasons[];
|
||||
|
||||
protected:
|
||||
|
||||
class Monitor {
|
||||
public:
|
||||
|
||||
Monitor(moTrikiCoolingSchedule& _cooling)
|
||||
: cooling(_cooling)
|
||||
{ }
|
||||
|
||||
/*void setTemperatureOstream(ostream& os)
|
||||
{
|
||||
|
||||
}*/
|
||||
void getLatestTemperature()
|
||||
{
|
||||
return cooling.prevTemp;
|
||||
}
|
||||
|
||||
void printCurrentStatus(ostream& os)
|
||||
{
|
||||
if (accepted >= max_accepted || generated >= max_generated)
|
||||
{
|
||||
os << "Markov chain finished. Temp was " << getLatestTemperature(); // chain number
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
private:
|
||||
moTrikiCoolingSchedule& cooling;
|
||||
};
|
||||
// class Monitor {
|
||||
// public:
|
||||
//
|
||||
// Monitor(moTrikiCoolingSchedule& _cooling)
|
||||
// : cooling(_cooling)
|
||||
// { }
|
||||
//
|
||||
// /*void setTemperatureOstream(ostream& os)
|
||||
// {
|
||||
//
|
||||
// }*/
|
||||
// void getLatestTemperature()
|
||||
// {
|
||||
// return cooling.prevTemp;
|
||||
// }
|
||||
//
|
||||
// void printCurrentStatus(ostream& os)
|
||||
// {
|
||||
// if (accepted >= max_accepted || generated >= max_generated)
|
||||
// {
|
||||
// os << "Markov chain finished. Temp was " << getLatestTemperature(); // chain number
|
||||
//
|
||||
// }
|
||||
// }
|
||||
//
|
||||
// private:
|
||||
// moTrikiCoolingSchedule& cooling;
|
||||
// };
|
||||
|
||||
};
|
||||
|
||||
|
||||
|
||||
template< class Neighbor >
|
||||
const char * moTrikiCoolingSchedule<Neighbor>::stoppingReasons[] = {"no accepted solution", "null std dev" , "frozen >= theta"};
|
||||
|
||||
template< class Neighbor >
|
||||
//const char * moTrikiCoolingSchedule<Neighbor>::chainEndingReasons[] = {"MAX GENerated solutions", "MAX ACCepted solutions"};
|
||||
const char * moTrikiCoolingSchedule<Neighbor>::chainEndingReasons[] = {"MAX ACCepted solutions", "MAX GENerated solutions"};
|
||||
|
||||
|
||||
|
||||
|
||||
#endif
|
||||
|
||||
|
||||
|
|
|
|||
Loading…
Add table
Add a link
Reference in a new issue