/* Copyright (C) 1997,1998,1999,2000,2001 Franz Josef Och mkcls - a program for making word classes . This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with this program; if not, write to the Free Software Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. */ #include #include #include "SAOptimization.h" #include "ProblemTest.h" #define ALPHA 0.95 double SAOptimization::defaultAnfAnnRate=0.9; double SAOptimization::defaultEndAnnRate=1e-9; double SAOptimization::defaultMultiple=2.0; SAOptimization::SAOptimization(Problem &p,int m) : IterOptimization(p,m), temperatur(-1) { } SAOptimization::SAOptimization(Problem &p,double t,double a,int s,int m) : IterOptimization(p,m),temperatur(t), alpha(a),schrittzahl(s) { assert(alpha<1); assert(schrittzahl>0); assert(t>0); } SAOptimization::SAOptimization(SAOptimization &o) : IterOptimization(o) { temperatur = o.temperatur; endTemperatur = o.endTemperatur; alpha = o.alpha; schrittzahl = o.schrittzahl; stepsForAbkuehlung = o.stepsForAbkuehlung; } void SAOptimization::zInitialize() { IterOptimization::zInitialize(); if( temperatur<0) { StatVar &v=problem.deviationStatVar(*this,ANZ_VERSCHLECHTERUNGEN); if( maxStep>0 ) stepsForAbkuehlung=(int)(maxStep*4.0/5.0); else maxStep=stepsForAbkuehlung=(int)(problem.expectedNumberOfIterations()* defaultMultiple); temperatur = v.getMean()/log(1/defaultAnfAnnRate); endTemperatur = v.getMean()/log(1/defaultEndAnnRate); schrittzahl = (int)(stepsForAbkuehlung/(log(endTemperatur/temperatur)/ log(ALPHA))); if(schrittzahl==0)schrittzahl=1; alpha = ALPHA; if( verboseMode ) cout << "#Algorithm: Simulated Annealing(anfAnnRate=" << defaultAnfAnnRate <<",(endAnnRate=" << defaultEndAnnRate << ",T0=" << temperatur<< ",Te=" << endTemperatur<< ",schrittzahl=" << schrittzahl<< ",stepsForAbkuehlung=" << stepsForAbkuehlung << ")\n"; curStep=0; endFlag=0; delete &v; problem.initialize(); IterOptimization::zInitialize(); } } short SAOptimization::end() { if( temperatur>endTemperatur ) bestStep = curStep; if( endFlag>0 && temperatur=0) { if( curStep%schrittzahl == 0 ) temperatur=temperatur * alpha; if( curStep> stepsForAbkuehlung) temperatur = 0; } } short SAOptimization::accept(double delta) { if( temperatur<0 ) return 1; else { if( delta > 0 ) { if( temperatur==0 ) return 0; else { double z=zufall01(); assert(z!=0.0); if(z==0.0) z+=1e-20; double e=exp(-delta/temperatur); return z+0.000000000001<=e; } } else return 1; } } void SAOptimization::makeGraphOutput() { IterOptimization::makeGraphOutput(); *GraphOutput << temperatur; } double SAOptimization::optimizeValue(Problem &p,int proParameter,int numParameter, int typ,int optimierungsschritte,int print) { switch(typ) { case 1: { double bestPar=-1,best=1e100; double now; if( print ) cout << "#SA-optimizeValues: defaultAnfAnnRate" << endl; for(int i=0;inow ) { best=now; bestPar=defaultAnfAnnRate; } if( print ) { cout << defaultAnfAnnRate << " "; cout << end.getMean() << " " << end.quantil(0.2) << " " << end.quantil(0.79) << " " << laufzeit.getMean() << " " << end.quantil(0.0) << " " << end.getSigma() << " " << end.getSigmaSmaller() << " " << end.getSigmaBigger() << " " << now << endl; } } if( print ) cout << "#Parameter Mittelwert 0.2-Quantil 0.8-Quantil Laufzeit " "Bester Sigma SigmaSmaller SigmaBigger\n"; defaultAnfAnnRate=0.9; return bestPar; } break; case 2: { double bestPar=-1,best=1e100; double now; if( print ) cout << "#Optimierung von SA: defaultEndAnnRate" << endl; for(int i=1;i<=numParameter;i++) { StatVar end,laufzeit,init; defaultEndAnnRate=1/(pow(10.0,i)); solveProblem(0,p,proParameter,optimierungsschritte,SA_OPT,now,end, laufzeit,init); if( best>now ) { best=now; bestPar=defaultEndAnnRate; } if( print ) { cout << defaultEndAnnRate << " "; cout << end.getMean() << " " << end.quantil(0.2) << " " << end.quantil(0.79) << " " << laufzeit.getMean() << " " << end.quantil(0.0) << " " << end.getSigma() << " " << end.getSigmaSmaller() << " " << end.getSigmaBigger() << " " << now << endl; } } if( print ) cout << "#Parameter Mittelwert 0.2-Quantil 0.8-Quantil Laufzeit " "Bester Sigma SigmaSmaller SigmaBigger\n"; defaultEndAnnRate=1/10000.0; return bestPar; } break; case 10: { double bestPar=-1,best=1e100; if( print ) cout << "#SA-optimizeValues: defaultMultiple " << 8 << endl; for(int i=1;i<=6;i++) { StatVar end,laufzeit,init; double now; defaultMultiple = i; solveProblem(0,p,proParameter,optimierungsschritte,SA_OPT,now,end, laufzeit,init); if( best>now ) { best=now; bestPar=defaultMultiple; } if( print ) { cout << defaultMultiple << " "; cout << end.getMean() << " " << end.quantil(0.2) << " " << end.quantil(0.79) << " " << laufzeit.getMean() << " " << end.quantil(0.0) << " " << end.getSigma() << " " << end.getSigmaSmaller() << " " << end.getSigmaBigger() << " " << now << endl; } } if( print ) cout << "#Parameter Mittelwert 0.2-Quantil 0.8-Quantil Laufzeit " "Bester Sigma SigmaSmaller SigmaBigger\n"; defaultMultiple=2.0; return bestPar; } break; default: cerr << "Error: wrong parameter-type in SAOptimization::optimizeValue (" << typ << ")\n"; exit(1); } return 1e100; }