#include #include #include #include #include #include #include /* implementation of a basic simulated annealing algorithm */ void gsl_siman_solve (const gsl_rng * r, void *x0_p, gsl_Efunc_t Ef, gsl_siman_step_t take_step, gsl_siman_metric_t distance, gsl_siman_print_t print_position, size_t element_size, gsl_siman_params_t params) { void *x, *new_x; double E, new_E; int i, done; double T; int n_evals = 0, n_iter = 0, n_accepts, n_rejects, n_eless; distance = 0 ; /* This parameter is not currently used */ x = (void *) malloc (element_size); new_x = (void *) malloc (element_size); T = params.t_initial; memcpy (x, x0_p, element_size); done = 0; if (print_position) { printf ("#-iter #-evals temperature position energy\n"); } while (!done) { E = Ef (x); n_accepts = 0; n_rejects = 0; n_eless = 0; for (i = 0; i < params.n_tries - 1; ++i) { memcpy (new_x, x, element_size); take_step (r, new_x, params.step_size); new_E = Ef (new_x); ++n_evals; /* keep track of Ef() evaluations */ /* now take the crucial step: see if the new point is accepted or not, as determined by the boltzman probability */ if (new_E < E) { /* yay! take a step */ memcpy (x, new_x, element_size); E = new_E; ++n_eless; } else if (exp (-(E - new_E) / (params.k * T)) * gsl_rng_uniform (r) < 0.5) { /* yay! take a step */ memcpy (x, new_x, element_size); E = new_E; ++n_accepts; } else { ++n_rejects; } } 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", n_iter, n_evals, T); print_position (x); printf (" %12g\n", E); } /* apply the cooling schedule to the temperature */ /* FIXME: I should also introduce a cooling schedule for the n_tries */ T /= params.mu_t; ++n_iter; if (T < params.t_min) { done = 1; } } /* at the end, copy the result onto the initial point, so we pass it back to the caller */ memcpy (x0_p, x, element_size); free (x); free (new_x); } /* implementation of a simulated annealing algorithm with many tries */ void gsl_siman_solve_many (const gsl_rng * r, void *x0_p, gsl_Efunc_t Ef, gsl_siman_step_t take_step, gsl_siman_metric_t distance, gsl_siman_print_t print_position, size_t element_size, gsl_siman_params_t params) { /* the new set of trial points, and their energies and probabilities */ void *x, *new_x; double *energies, *probs, *sum_probs; double Ex; /* energy of the chosen point */ double T; /* the temperature */ int i, done; double u; /* throw the die to choose a new "x" */ int n_iter; if (print_position) { printf ("#-iter temperature position"); printf (" delta_pos energy\n"); } x = (void *) malloc (params.n_tries * element_size); new_x = (void *) malloc (params.n_tries * element_size); energies = (double *) malloc (params.n_tries * sizeof (double)); probs = (double *) malloc (params.n_tries * sizeof (double)); sum_probs = (double *) malloc (params.n_tries * sizeof (double)); T = params.t_initial; memcpy (x, x0_p, element_size); done = 0; n_iter = 0; while (!done) { Ex = Ef (x); for (i = 0; i < params.n_tries - 1; ++i) { /* only go to N_TRIES-2 */ /* center the new_x[] around x, then pass it to take_step() */ sum_probs[i] = 0; memcpy ((char *)new_x + i * element_size, x, element_size); take_step (r, (char *)new_x + i * element_size, params.step_size); energies[i] = Ef ((char *)new_x + i * element_size); probs[i] = exp (-(energies[i] - Ex) / (params.k * T)); } /* now add in the old value of "x", so it is a contendor */ memcpy ((char *)new_x + (params.n_tries - 1) * element_size, x, element_size); energies[params.n_tries - 1] = Ex; probs[params.n_tries - 1] = exp (-(energies[i] - Ex) / (params.k * T)); /* now throw biased die to see which new_x[i] we choose */ sum_probs[0] = probs[0]; for (i = 1; i < params.n_tries; ++i) { sum_probs[i] = sum_probs[i - 1] + probs[i]; } u = gsl_rng_uniform (r) * sum_probs[params.n_tries - 1]; for (i = 0; i < params.n_tries; ++i) { if (u < sum_probs[i]) { memcpy (x, (char *)new_x + i * element_size, element_size); break; } } if (print_position) { printf ("%5d\t%12g\t", n_iter, T); print_position (x); printf ("\t%12g\t%12g\n", distance (x, x0_p), Ex); } T /= params.mu_t; ++n_iter; if (T < params.t_min) { done = 1; } } /* now return the value via x0_p */ memcpy (x0_p, x, element_size); /* printf("the result is: %g (E=%g)\n", x, Ex); */ free (x); free (new_x); free (energies); free (probs); free (sum_probs); }