nojhan/paradiseo
1
0
Fork 0
Code Issues Pull requests Projects Releases Packages Wiki Activity

Triki algorithm for simulated annealing

Browse source
This commit is contained in:
LPTK 2013-07-19 15:32:31 +02:00
commit bab846d0ac
2 changed files with 385 additions and 0 deletions
Download patch file Download diff file Expand all files Collapse all files

363
mo/src/coolingSchedule/moTrikiCoolingSchedule.h Normal file
View file

@ -0,0 +1,363 @@
/*
<moTrikiCoolingSchedule.h>
Copyright (C) DOLPHIN Project-Team, INRIA Futurs, 2006-2008
(C) OPAC Team, LIFL, 2002-2008
Sébastien Cahon, Jean-Charles Boisson (Jean-Charles.Boisson@lifl.fr)
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 _moTrikiCoolingSchedule_h
#define _moTrikiCoolingSchedule_h
#include <coolingSchedule/moCoolingSchedule.h>
#include <continuator/moNeighborhoodStat.h>
#include <continuator/moStdFitnessNeighborStat.h>
#include <neighborhood/moNeighborhood.h>
#include <continuator/moStat.h>
#include <moFitnessMomentsStat.h>
/*
#include <continuator/moStat.h>
#include <explorer/moNeighborhoodExplorer.h>
#include <comparator/moNeighborComparator.h>
#include <comparator/moSolNeighborComparator.h>
#include <neighborhood/moNeighborhood.h>
*/
#include <iostream>
using namespace std;
//!
/*!
*/
template< class EOT, class Neighbor > //, class Neighborhood >
class moTrikiCoolingSchedule: public moCoolingSchedule< EOT >
{
public:
//typedef typename Neighbor::EOT EOT ;
typedef moNeighborhood<Neighbor> Neighborhood ;
//! Constructor
/*!
*/
moTrikiCoolingSchedule (Neighborhood& _neighborhood, moEval<Neighbor>& _eval, double _initTemp)
: initTemp(_initTemp),
mu2(10), // mu2 typically belongs to [1; 20]
K1(2), // K1 in [1; 4], the number of chains without reaching equilibrium before we raise the temperature
K2(5), // ???
lambda1(2), // the increase in temperature, typically in [1.5; 4]
lambda2(.7), // lambda2 in [0.5; 0.99]
mu1(10), // target decrease in cost factor, in [2; 20]
xi(1.05), // xi typically belongs to [1; 1.1]
max_accepted(50), // depends on pb/neighborhood
max_generated(100), // depends on pb/neighborhood
theta(10), // theta is typically set to 10
statIsInitialized(false),
outf("out.data")
{ }
moTrikiCoolingSchedule (
Neighborhood& _neighborhood, moEval<Neighbor>& _eval, double _initTemp,
double _max_accepted,
double _max_generated
)
: initTemp(_initTemp),
mu2(10), // mu2 typically belongs to [1; 20]
K1(2), // K1 in [1; 4], the number of chains without reaching equilibrium before we raise the temperature
K2(5), // ???
lambda1(2), // the increase in temperature, typically in [1.5; 4]
lambda2(.7), // lambda2 in [0.5; 0.99]
mu1(10), // target decrease in cost factor, in [2; 20]
xi(1.05), // xi typically belongs to [1; 1.1]
max_accepted(_max_accepted), // depends on pb/neighborhood
max_generated(_max_generated), // depends on pb/neighborhood
theta(10), // theta is typically set to 10
statIsInitialized(false),
outf("out.data")
{ }
/**
* Initial temperature
* @param _solution initial solution
*/
double init(EOT & _solution) {
accepted = generated = costs_sum = 0;
negative_temp = equilibrium_not_reached = frozen = 0;
reinitializing = false;
terminated = false;
statIsInitialized = false;
///
cout << "INIT T=" << initTemp << endl;
///
//outf.open("out");
//outf << "ok";
//outf.close();
return initTemp;
}
/**
* update the temperature by a factor
* @param _temp current temperature to update
* @param _acceptedMove true when the move is accepted, false otherwise
*/
void update(double& _temp, bool _acceptedMove, EOT & _solution) {
//cout << _temp << " g " << generated << endl;
generated++;
if (_acceptedMove)
{
accepted++;
//costs_sum += _solution.fitness();
//varStat(_solution);
if (statIsInitialized)
momStat(_solution);
else momStat.init(_solution), statIsInitialized = true;
//cout << _solution.fitness() << " avgCost=" << momStat.value().first << endl;
}
if (accepted > max_accepted || generated > max_generated) {
if (accepted == 0) // ADDED! Otherwise the computed std dev is null; we're probably at equilibrium
{
///
cout << "Stopping: no accepted solution" << endl;
///
terminated = true;
return;
}
///
cout << (accepted > max_accepted? "MAXACC ": "MAXGEN ");
///
//double avgCost = costs_sum/(double)accepted;
//double stdDev = sqrt(varStat.value()); // WARNING: IT'S NO MORE THE AVG COST, NOW IT'S THE STD DEV!
//double variance = varStat.value();
double avgCost = momStat.value().first;
double variance = momStat.value().second;
double stdDev = sqrt(variance);
double sigma = stdDev;
double delta = sigma/mu2;
//outf << avgCost << endl;
//outf << _temp << endl;
outf << prevAvgCost-delta << endl;
accepted = generated = costs_sum = 0;
//varStat.init(_solution);//TODON use next chain's first sol
//momStat.init(_solution);//TODONE use next chain's first sol
statIsInitialized = false;
///
cout << "T=" << _temp << " avgCost=" << avgCost << " stdDev=" << stdDev << " currCost=" << _solution.fitness() << endl;
///
double alpha;
double oldprevAvgCost = prevAvgCost;
///
cout << "negTemp: " << negative_temp << " / " << K2 << endl;
///
if (negative_temp < K2)
{
if (!reinitializing)
{
///
if (avgCost/(prevAvgCost-delta) > xi) cout << "/!\\ eq not reached!" << endl;
///
if (avgCost/(prevAvgCost-delta) > xi)
equilibrium_not_reached++;
else equilibrium_not_reached = 0;
}
if (equilibrium_not_reached > K1)
{
///
cout << "/!\\ Reinitializing (eq not reached)" << endl;
///
reinitializing = true;
alpha = lambda1;
delta = sigma/mu1;
equilibrium_not_reached = 0; // ADDED! Otherwise the algo gets trapped here!
}
else if (_temp*delta/(sigma*sigma) >= 1)
{
///
cout << "/!\\ neg temp!" << endl;
///
negative_temp++;
reinitializing = true;
if (negative_temp < K2)
{
alpha = lambda1;
delta = sigma/mu1;
} else
alpha = lambda2;
}
// First interpretation of the pseudocode indentation: (seems obviously false because it makes the above code unreachable)
/*
}
else
{
cout << "ccc" << endl;
reinitializing = false;
prevAvgCost = avgCost;
alpha = 1-_temp*delta/(sigma*sigma);
}
*/
// Second interpretation of the pseudocode indentation:
else
{
///
cout << "[normal decrease]" << endl;
///
reinitializing = false;
prevAvgCost = avgCost;
//alpha = 1-_temp*delta/(sigma*sigma);
alpha = 1-_temp*delta/variance;
//alpha = (sigma==0? 1: 1-_temp*delta/(sigma*sigma)); // ADDED! but removed
if (sigma == 0) // ADDED! When std dev is null, the solution is probably at eq, and the algo can't go on anyways
terminated = true, cout << "Stopping: null std dev" << endl;
}
}
// FIXME: else what? alpha=?
///
cout << "*=" << alpha << endl;
///
_temp *= alpha;
// Never seems to be used
if (avgCost == oldprevAvgCost) // use a neighborhood to approximate double equality?
frozen++;
else frozen = 0;
//exit(0);
//cin.get();
}
}
//! Function which proceeds to the cooling
/*!
*/
bool operator() (double temperature)
{
///
if (terminated) cout << "TERMINATED" << endl;
///
return frozen < theta
&& !terminated ; // ADDED! because 'frozen' doesn't terminate anything
}
private:
//moNeighborhoodStat<Neighbor> nhStat;
//moStdFitnessNeighborStat<Neighbor> stdDevStat;
const double
// parameters of the algorithm
//currentTemp,
initTemp,
//ratio,
//threshold,
mu2, // mu2 typically belongs to [1; 20]
K1, // K1 in [1; 4], the number of chains without reaching equilibrium before we raise the temperature
K2,
lambda1, // the increase in temperature, typically in [1.5; 4]
lambda2, // lambda2 in [0.5; 0.99]
mu1, // target decrease in cost factor, in [2; 20]
xi // xi typically belongs to [1; 1.1]
// private variables
;
double
stdDev,
prevAvgCost,
expectedDecreaseInCost, // delta
costs_sum
;
const int
max_accepted,
max_generated,
theta // theta is typically set to 10
;
int
accepted,
generated,
equilibrium_not_reached,
negative_temp,
frozen
;
bool reinitializing, terminated;
//moFitnessVarianceStat<EOT> varStat;
moFitnessMomentsStat<EOT> momStat;
bool statIsInitialized;
ofstream outf;
};
#endif

22
mo/src/trikisa Normal file
View file

@ -0,0 +1,22 @@
// (c) Thales group, 2010
/*
Authors:
Johann Dreo <johann.dreo@thalesgroup.com>
Caner Candan <caner.candan@thalesgroup.com>
*/
#ifndef _trikisa_
#define _trikisa_
#include "moRealNeighbor.h"
#include "moRealNeighborhood.h"
#include "moStdDevEstimator.h"
#include "moTrikiCoolingSchedule.h"
#include "moFitnessVarianceStat.h" // TODO rm
#include "moFitnessMomentsStat.h"
#endif // !_trikisa_
// Local Variables:
// mode: C++
// End: