SimulatedAnnealing.hpp

// Unfit: Data fitting and optimization software
//
// Copyright (C) 2012- Dr Martin Buist & Dr Alberto Corrias
// Contacts: martin.buist _at_ nus.edu.sg; alberto _at_ nus.edu.sg
//
// See the 'Contributors' file for a list of those who have contributed
// to this work.
//
// 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 3 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, see <http://www.gnu.org/licenses/>.
//
#ifndef UNFIT_INCLUDE_SIMULATEDANNEALING_HPP_
#define UNFIT_INCLUDE_SIMULATEDANNEALING_HPP_

#include <vector>
#include "GenericCostFunction.hpp"
#include "GenericOptimizer.hpp"

namespace Unfit
{
class SimulatedAnnealing : public GenericOptimizer
{
  friend class TestSimulatedAnnealing;
 public:
  SimulatedAnnealing();

  virtual ~SimulatedAnnealing() = default;

  int FindMin(GenericCostFunction &CostFunction,
      std::vector<double> &coordinates) override;

  void Reset() override;

 private:
  int ProcessFindMin(GenericCostFunction &CostFunction,
      std::vector<double> &coordinates);

  void InitialiseParameters();

  void GenerateTrialPoint(std::vector<double> &trial_point, int i);

  void UpdateStepSizes() noexcept;

  void ResetStepSizes(double step_size) noexcept;

  std::size_t cost_;
  std::size_t dimensions_;
  double previous_best_cost_;
  std::vector<double> step_sizes_;
  std::vector<double> acceptance_ratios_;
  std::mt19937 generator_;
  std::uniform_real_distribution<double> uniform_dist_;
};

}  // namespace Unfit

#endif