/*********************************************************************** * Adaptive Simulated Annealing (ASA) * Lester Ingber * Copyright (c) 1993-1996 Lester Ingber. All Rights Reserved. * The LICENSE file must be included with ASA code. ***********************************************************************/ /* $Id: asa.h,v 13.5 1996/08/16 10:06:45 ingber Exp ingber $ */ /* asa.h for Adaptive Simulated Annealing */ #include "asa_user.h" #define ZERO ((double) 0.0) #define ONE ((double) 1.0) #define TWO ((double) 2.0) #define TEN ((double) 10.0) #define HALF ((double) 0.5) #define NORMAL_EXIT ((int) 0) #define P_TEMP_TOO_SMALL ((int) 1) #define C_TEMP_TOO_SMALL ((int) 2) #define COST_REPEATING ((int) 3) #define TOO_MANY_INVALID_STATES ((int) 4) #define IMMEDIATE_EXIT ((int) 5) #define INVALID_USER_INPUT ((int) 7) #ifndef TIME_STD #define TIME_STD FALSE #endif #if TIME_CALC #if TIME_STD #include #endif #include #include #endif /* Set this to TRUE to override the P_TEMP_TOO_SMALL test */ #ifndef NO_PARAM_TEMP_TEST #define NO_PARAM_TEMP_TEST FALSE #endif /* Set this to TRUE to override the C_TEMP_TOO_SMALL test */ #ifndef NO_COST_TEMP_TEST #define NO_COST_TEMP_TEST FALSE #endif #ifndef SYSTEM_CALL #define SYSTEM_CALL TRUE #endif /* Printing Options */ #ifndef ASA_PRINT #define ASA_PRINT TRUE #endif #if ASA_PRINT #else #if ASA_SAMPLE #define ASA_PRINT TRUE #endif #endif #ifndef ASA_OUT #define ASA_OUT "asa_out" #endif /* You can set ASA_PRINT_INTERMED to TRUE to print out intermediate data when SELF_OPTIMIZE is set to TRUE */ #ifndef ASA_PRINT_INTERMED #if SELF_OPTIMIZE #define ASA_PRINT_INTERMED FALSE #else #define ASA_PRINT_INTERMED TRUE #endif #endif #ifndef ASA_PRINT_MORE #define ASA_PRINT_MORE FALSE #endif /* field-width.precision = G_FIELD.G_PRECISION */ #ifndef G_FIELD #define G_FIELD 12 #endif #ifndef G_PRECISION #define G_PRECISION 7 #endif /* The state of the system in terms of parameters and function value */ typedef struct { double cost; double *parameter; #if ASA_PARALLEL #if USER_ACCEPTANCE_TEST int par_user_accept_flag; int par_cost_accept_flag; #endif #endif } STATE; /* essential MACROS */ #if USER_REANNEAL_PARAMETERS #else /* FUNCTION_REANNEAL_PARAMS(temperature, tangent, max_tangent) determines the reannealed temperature. */ #define FUNCTION_REANNEAL_PARAMS(temperature, tangent, max_tangent) \ (temperature * (max_tangent / tangent)) #endif /* IABS(i) absolute value for integers, in stdlib.h on _some_ machines */ #define IABS(i) ((i) < 0? -(i) : (i)) /* NO_REANNEAL(x) can determine whether to calculate derivatives. */ #define NO_REANNEAL(x) (IABS(parameter_type[x]) == 2) /* VFOR is a simple macro to iterate on each parameter index. */ #define VFOR(index_v) \ for (index_v = 0; index_v < *number_parameters; ++index_v) #if CHECK_EXPONENT /* EXPONENT_CHECK checks that an exponent x is within a valid range and, if not, adjusts its magnitude to fit in the range. */ #define MIN_EXPONENT (0.9 * F_LOG ((double) MIN_DOUBLE)) #define MAX_EXPONENT (0.9 * F_LOG ((double) MAX_DOUBLE)) #define EXPONENT_CHECK(x) \ ((x) < MIN_EXPONENT ? MIN_EXPONENT : \ ((x) > MAX_EXPONENT ? MAX_EXPONENT : (x))) #else #define EXPONENT_CHECK(x) (x) #endif /* CHECK_EXPONENT */ /* PARAMETER_RANGE_TOO_SMALL(x) checks if the range of parameter x is too small to work with. If user_cost_function changes the parameter ranges, this test could be used to adaptively bypass some parameters, e.g., depending on constraints. */ #define PARAMETER_RANGE_TOO_SMALL(x) \ (fabs(parameter_minimum[x] - parameter_maximum[x]) < (double) EPS_DOUBLE) /* INTEGER_PARAMETER(x) determines if the parameter is an integer type. */ #define INTEGER_PARAMETER(x) (parameter_type[x] > 0) /* ROW_COL_INDEX(i, j) converts from row i, column j to an index. */ #define ROW_COL_INDEX(i, j) ((i) + *number_parameters * (j)) #if HAVE_ANSI /* asa function prototypes */ void accept_new_state (double (*user_random_generator) (LONG_INT *), LONG_INT * seed, double *parameter_minimum, double *parameter_maximum, double *current_cost_temperature, #if ASA_SAMPLE double *current_user_parameter_temp, #endif ALLOC_INT * number_parameters, LONG_INT * recent_number_acceptances, LONG_INT * number_accepted, LONG_INT * index_cost_acceptances, LONG_INT * number_acceptances_saved, LONG_INT * recent_number_generated, LONG_INT * number_generated, LONG_INT * index_parameter_generations, STATE * current_generated_state, STATE * last_saved_state, #if ASA_SAMPLE FILE * ptr_asa_out, #endif USER_DEFINES * OPTIONS); void generate_new_state (double (*user_random_generator) (LONG_INT *), LONG_INT * seed, double *parameter_minimum, double *parameter_maximum, double *current_parameter_temperature, #if USER_GENERATING_FUNCTION double *initial_user_parameter_temp, double *temperature_scale_parameters, #endif ALLOC_INT * number_parameters, int *parameter_type, STATE * current_generated_state, STATE * last_saved_state, USER_DEFINES * OPTIONS); void reanneal (double *parameter_minimum, double *parameter_maximum, double *tangents, double *maximum_tangent, double *current_cost_temperature, double *initial_cost_temperature, double *temperature_scale_cost, double *current_user_parameter_temp, double *initial_user_parameter_temp, double *temperature_scale_parameters, ALLOC_INT * number_parameters, int *parameter_type, LONG_INT * index_cost_acceptances, LONG_INT * index_parameter_generations, STATE * last_saved_state, STATE * best_generated_state, USER_DEFINES * OPTIONS); void cost_derivatives (double (*user_cost_function) ( double *, double *, double *, double *, double *, ALLOC_INT *, int *, int *, int *, USER_DEFINES *), double *parameter_minimum, double *parameter_maximum, double *tangents, double *curvature, double *maximum_tangent, ALLOC_INT * number_parameters, int *parameter_type, int *exit_status, int *curvature_flag, int *valid_state_generated_flag, LONG_INT * number_invalid_generated_states, STATE * current_generated_state, STATE * best_generated_state, FILE * ptr_asa_out, USER_DEFINES * OPTIONS); double generate_asa_state (double (*user_random_generator) (LONG_INT *), LONG_INT * seed, double *temp); void asa_exit (double (*user_cost_function) ( double *, double *, double *, double *, double *, ALLOC_INT *, int *, int *, int *, USER_DEFINES *), double *final_cost, double *parameter_initial_final, double *parameter_minimum, double *parameter_maximum, double *tangents, double *curvature, double *maximum_tangent, double *current_cost_temperature, double *initial_user_parameter_temp, double *current_user_parameter_temp, double *accepted_to_generated_ratio, ALLOC_INT * number_parameters, int *parameter_type, int *valid_state_generated_flag, int *exit_status, ALLOC_INT * index_exit_v, ALLOC_INT * start_sequence, LONG_INT * number_accepted, LONG_INT * best_number_accepted_saved, LONG_INT * index_cost_acceptances, LONG_INT * number_generated, LONG_INT * number_invalid_generated_states, LONG_INT * index_parameter_generations, LONG_INT * best_number_generated_saved, STATE * current_generated_state, STATE * last_saved_state, STATE * best_generated_state, FILE * ptr_asa_out, USER_DEFINES * OPTIONS); int test_asa_options (LONG_INT * seed, double *parameter_initial_final, double *parameter_minimum, double *parameter_maximum, double *tangents, double *curvature, ALLOC_INT * number_parameters, int *parameter_type, int *valid_state_generated_flag, int *exit_status, FILE * ptr_asa_out, USER_DEFINES * OPTIONS); void print_string (FILE * ptr_asa_out, char *string); void print_string_index (FILE * ptr_asa_out, char *string, ALLOC_INT index); #if ASA_PRINT void print_state (double *parameter_minimum, double *parameter_maximum, double *tangents, double *curvature, double *current_cost_temperature, double *current_user_parameter_temp, double *accepted_to_generated_ratio, ALLOC_INT * number_parameters, int *curvature_flag, LONG_INT * number_accepted, LONG_INT * index_cost_acceptances, LONG_INT * number_generated, LONG_INT * number_invalid_generated_states, STATE * last_saved_state, STATE * best_generated_state, FILE * ptr_asa_out, USER_DEFINES * OPTIONS); void print_asa_options (FILE * ptr_asa_out, USER_DEFINES * OPTIONS); #if TIME_CALC void aux_print_time (struct timeval *time, char *message, FILE * ptr_asa_out); #if TIME_STD int syscall (int sys_option, int who, struct rusage *usage); #else int getrusage (int who, struct rusage *usage); #endif /* TIME_CALC */ #endif /* TIME_STD */ #endif /* ASA_PRINT */ #else /* HAVE_ANSI */ void accept_new_state (); void generate_new_state (); void reanneal (); void cost_derivatives (); double generate_asa_state (); void asa_exit (); int test_asa_options (); void print_string (); void print_string_index (); #if ASA_PRINT void print_state (); void print_asa_options (); #if TIME_CALC void aux_print_time (); #if TIME_STD int syscall (); #else int getrusage (); #endif /* TIME_STD */ #endif /* TIME_CALC */ #endif /* ASA_PRINT */ #endif /* HAVE_ANSI */