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/* Simulated annealing */
/* Adapted from GSL, the GNU Scientific Library, version 1.9 */
/* Copyright (C) 1996, 1997, 1998, 1999, 2000 Mark Galassi
*
* 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., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
*/
#include <assert.h>
#include <math.h>
#include <stdio.h>
#include <stdlib.h>
#include <string.h>
#include <gsl/gsl_machine.h>
#include <gsl/gsl_rng.h>
#include <cctk.h>
#ifdef HAVE_TGMATH_H
# include <tgmath.h>
#endif
#include "lc_siman.h"
static inline
double safe_exp (double x) /* avoid underflow errors for large uphill steps */
{
return (x < GSL_LOG_DBL_MIN) ? 0.0 : exp(x);
}
/* this structure contains internal state information for
lc_siman_solve */
typedef enum { state_initial, state_first, state_looping } lc_siman_location_t;
/* no typedef here; forward declcared in lc_siman.h */
struct lc_siman_state_t {
lc_siman_location_t state;
const gsl_rng *r;
lc_siman_step_t take_step;
lc_siman_metric_t distance;
lc_siman_print_t print_position;
size_t element_size;
lc_siman_params_t params;
void *x, *new_x, *best_x;
double E, new_E, best_E;
int i, done;
double T;
int n_evals, n_iter, n_accepts, n_rejects, n_eless;
};
/* implementation of a basic simulated annealing algorithm */
lc_siman_state_t *
lc_siman_solve (lc_siman_state_t *restrict state,
const gsl_rng *restrict r,
void *restrict x0_p, double E0,
lc_siman_step_t take_step,
lc_siman_metric_t distance,
lc_siman_print_t print_position,
size_t element_size,
lc_siman_params_t params)
{
if (!state) {
state = malloc(sizeof *state);
state->state = state_initial;
}
switch (state->state) {
case state_initial: goto label_initial;
case state_first : goto label_first;
case state_looping: goto label_looping;
}
abort();
label_initial:;
state->n_evals = 1;
state->n_iter = 0;
state->state = state_first;
return state;
label_first:;
state->E = E0;
state->x = malloc (element_size);
memcpy (state->x, x0_p, element_size);
state->new_x = malloc (element_size);
state->best_x = malloc (element_size);
memcpy (state->best_x, x0_p, element_size);
state->best_E = state->E;
state->T = params.t_initial;
state->done = 0;
if (print_position) {
printf ("#-iter #-evals temperature position energy\n");
}
/* while (!done) */
begin_while_notdone:;
if (state->done) goto end_while_notdone;
state->n_accepts = 0;
state->n_rejects = 0;
state->n_eless = 0;
/* for (i = 0; i < params.iters_fixed_T; ++i) */
state->i = 0;
begin_for_i:;
if (state->i >= params.iters_fixed_T) goto end_for_i;
memcpy (state->new_x, state->x, element_size);
take_step (r, state->new_x, params.step_size);
memcpy (x0_p, state->new_x, element_size);
state->state = state_looping;
return state;
label_looping:;
state->new_E = E0;
if (state->new_E <= state->best_E) {
memcpy (state->best_x, state->new_x, element_size);
state->best_E = state->new_E;
}
++state->n_evals; /* keep track of evaluations */
/* now take the crucial step: see if the new point is accepted or
not, as determined by the boltzman probability */
if (state->new_E < state->E) {
/* yay! take a step */
memcpy (state->x, state->new_x, element_size);
state->E = state->new_E;
++state->n_eless;
} else if (gsl_rng_uniform(r) <
safe_exp (-(state->new_E - state->E)/(params.k * state->T)))
{
/* yay! take a step */
memcpy(state->x, state->new_x, element_size);
state->E = state->new_E;
++state->n_accepts;
} else {
++state->n_rejects;
}
++state->i;
goto begin_for_i;
end_for_i:;
if (print_position) {
/* see if we need to print stuff as we go */
/* printf("%5d %12g %5d %3d %3d %3d", n_iter, T, n_evals, */
/* 100*n_eless/n_steps, 100*n_accepts/n_steps, */
/* 100*n_rejects/n_steps); */
printf ("%5d %7d %12g", state->n_iter, state->n_evals, state->T);
print_position (state->x);
printf (" %12g\n", state->E);
}
/* apply the cooling schedule to the temperature */
/* FIXME: I should also introduce a cooling schedule for the iters */
state->T /= params.mu_t;
++state->n_iter;
if (state->T < params.t_min) {
state->done = 1;
}
goto begin_while_notdone;
end_while_notdone:;
/* at the end, copy the result onto the initial point, so we pass it
back to the caller */
memcpy (x0_p, state->best_x, element_size);
free (state->x);
free (state->new_x);
free (state->best_x);
free (state);
return NULL;
}
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