12 #ifndef MLPACK_CORE_OPTIMIZERS_SA_SA_HPP
13 #define MLPACK_CORE_OPTIMIZERS_SA_SA_HPP
20 namespace optimization {
62 typename FunctionType,
63 typename CoolingScheduleType = ExponentialSchedule
84 SA(FunctionType&
function,
85 CoolingScheduleType& coolingSchedule,
86 const size_t maxIterations = 1000000,
87 const double initT = 10000.,
88 const size_t initMoves = 1000,
89 const size_t moveCtrlSweep = 100,
90 const double tolerance = 1e-5,
91 const size_t maxToleranceSweep = 3,
92 const double maxMoveCoef = 20,
93 const double initMoveCoef = 0.3,
94 const double gain = 0.3);
104 double Optimize(arma::mat& iterate);
107 const FunctionType&
Function()
const {
return function; }
137 double Gain()
const {
return gain; }
139 double&
Gain() {
return gain; }
158 FunctionType&
function;
160 CoolingScheduleType& coolingSchedule;
162 size_t maxIterations;
168 size_t moveCtrlSweep;
172 size_t maxToleranceSweep;
196 void GenerateMove(arma::mat& iterate,
200 size_t& sweepCounter);
220 void MoveControl(
const size_t nMoves, arma::mat& accept);
226 #include "sa_impl.hpp"
FunctionType & Function()
Modify the instantiated function.
size_t & MaxIterations()
Modify the maximum number of iterations.
Simulated Annealing is an stochastic optimization algorithm which is able to deliver near-optimal res...
double & Gain()
Modify the gain.
The core includes that mlpack expects; standard C++ includes and Armadillo.
SA(FunctionType &function, CoolingScheduleType &coolingSchedule, const size_t maxIterations=1000000, const double initT=10000., const size_t initMoves=1000, const size_t moveCtrlSweep=100, const double tolerance=1e-5, const size_t maxToleranceSweep=3, const double maxMoveCoef=20, const double initMoveCoef=0.3, const double gain=0.3)
Construct the SA optimizer with the given function and parameters.
const FunctionType & Function() const
Get the instantiated function to be optimized.
double Gain() const
Get the gain.
size_t & MoveCtrlSweep()
Modify sweeps per move control.
size_t MoveCtrlSweep() const
Get sweeps per move control.
size_t InitMoves() const
Get the initial moves.
double Optimize(arma::mat &iterate)
Optimize the given function using simulated annealing.
double Tolerance() const
Get the tolerance.
arma::mat & MaxMove()
Modify the maximum move size of each parameter.
arma::mat MoveSize() const
Get move size of each parameter.
size_t MaxToleranceSweep() const
Get the maxToleranceSweep.
double & Tolerance()
Modify the tolerance.
size_t & InitMoves()
Modify the initial moves.
arma::mat MaxMove() const
Get the maximum move size of each parameter.
size_t & MaxToleranceSweep()
Modify the maxToleranceSweep.
size_t MaxIterations() const
Get the maximum number of iterations.
double Temperature() const
Get the temperature.
arma::mat & MoveSize()
Modify move size of each parameter.
double & Temperature()
Modify the temperature.