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| author | Shashank | 2017-05-29 12:40:26 +0530 |
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| committer | Shashank | 2017-05-29 12:40:26 +0530 |
| commit | 0345245e860375a32c9a437c4a9d9cae807134e9 (patch) | |
| tree | ad51ecbfa7bcd3cc5f09834f1bb8c08feaa526a4 /modules/simulated_annealing/help | |
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diff --git a/modules/simulated_annealing/help/en_US/addchapter.sce b/modules/simulated_annealing/help/en_US/addchapter.sce new file mode 100755 index 000000000..cc5aafc0c --- /dev/null +++ b/modules/simulated_annealing/help/en_US/addchapter.sce @@ -0,0 +1,11 @@ +// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab +// Copyright (C) 2009 - DIGITEO +// +// This file must be used under the terms of the CeCILL. +// This source file is licensed as described in the file COPYING, which +// you should have received as part of this distribution. The terms +// are also available at +// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt + +add_help_chapter("Simulated Annealing",SCI+"/modules/simulated_annealing/help/en_US",%T); + diff --git a/modules/simulated_annealing/help/en_US/algorithms/CHAPTER b/modules/simulated_annealing/help/en_US/algorithms/CHAPTER new file mode 100755 index 000000000..72bf6070b --- /dev/null +++ b/modules/simulated_annealing/help/en_US/algorithms/CHAPTER @@ -0,0 +1,2 @@ +title = Algorithms + diff --git a/modules/simulated_annealing/help/en_US/algorithms/optim_sa.xml b/modules/simulated_annealing/help/en_US/algorithms/optim_sa.xml new file mode 100755 index 000000000..fb572f2bb --- /dev/null +++ b/modules/simulated_annealing/help/en_US/algorithms/optim_sa.xml @@ -0,0 +1,489 @@ +<?xml version="1.0" encoding="UTF-8"?> +<!-- + * Scilab ( http://www.scilab.org/ ) - This file is part of Scilab + * Copyright (C) 2008 - Yann COLLETTE <yann.collette@renault.com> + * Copyright (C) 2010 - Michael Baudin + * + * This file must be used under the terms of the CeCILL. + * This source file is licensed as described in the file COPYING, which + * you should have received as part of this distribution. The terms + * are also available at + * http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt + * + --> +<refentry xmlns="http://docbook.org/ns/docbook" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:svg="http://www.w3.org/2000/svg" xmlns:ns4="http://www.w3.org/1999/xhtml" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:db="http://docbook.org/ns/docbook" xmlns:scilab="http://www.scilab.org" xml:id="optim_sa" xml:lang="en"> + <refnamediv> + <refname>optim_sa</refname> + <refpurpose>A Simulated Annealing optimization method</refpurpose> + </refnamediv> + <refsynopsisdiv> + <title>Calling Sequence</title> + <synopsis> + x_best = optim_sa(x0,f,ItExt,ItInt,T0,Log,temp_law,param_temp_law,neigh_func,param_neigh_func) + [x_best,f_best] = optim_sa(..) + [x_best,f_best,mean_list] = optim_sa(..) + [x_best,f_best,mean_list,var_list] = optim_sa(..) + [x_best,f_best,mean_list,var_list,f_history] = optim_sa(..) + [x_best,f_best,mean_list,var_list,f_history,temp_list] = optim_sa(..) + [x_best,f_best,mean_list,var_list,f_history,temp_list,x_history] = optim_sa(..) + [x_best,f_best,mean_list,var_list,f_history,temp_list,x_history,iter] = optim_sa(..) + </synopsis> + </refsynopsisdiv> + <refsection> + <title>Arguments</title> + <variablelist> + <varlistentry> + <term>x0</term> + <listitem> + <para>the initial solution</para> + </listitem> + </varlistentry> + <varlistentry> + <term>f</term> + <listitem> + <para> + the objective function to be optimized (the prototype if + f(x)) + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>ItExt</term> + <listitem> + <para>the number of temperature decrease</para> + </listitem> + </varlistentry> + <varlistentry> + <term>ItInt</term> + <listitem> + <para>the number of iterations during one temperature stage</para> + </listitem> + </varlistentry> + <varlistentry> + <term>T0</term> + <listitem> + <para> + the initial temperature (see compute_initial_temp to compute + easily this temperature) + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>Log</term> + <listitem> + <para> + if %T, some information will be displayed during the run of + the simulated annealing + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>temp_law</term> + <listitem> + <para> + the temperature decrease law (see temp_law_default for an + example of such a function) + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>param_temp_law</term> + <listitem> + <para> + a structure (of any kind - it depends on the temperature law + used) which is transmitted as a parameter to temp_law + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>neigh_func</term> + <listitem> + <para> + a function which computes a neighbor of a given point (see + neigh_func_default for an example of such a function) + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>param_neigh_func</term> + <listitem> + <para> + a structure (of any kind like vector, list, it depends on the + neighborhood function used) which is transmitted as a parameter to + neigh_func + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>x_best</term> + <listitem> + <para>the best solution found so far</para> + </listitem> + </varlistentry> + <varlistentry> + <term>f_best</term> + <listitem> + <para>the objective function value corresponding to x_best</para> + </listitem> + </varlistentry> + <varlistentry> + <term>mean_list</term> + <listitem> + <para> + the mean of the objective function value for each temperature + stage. A vector of float (optional) + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>var_list</term> + <listitem> + <para> + the variance of the objective function values for each + temperature stage. A vector of float (optional) + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>f_history</term> + <listitem> + <para> + the computed objective function values for each iteration. + Each input of the list corresponds to a temperature stage. Each + input of the list is a vector of float which gathers all the + objective function values computed during the corresponding + temperature stage - (optional) + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>temp_list</term> + <listitem> + <para> + the list of temperature computed for each temperature stage. A + vector of float (optional) + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>x_history</term> + <listitem> + <para> + the parameter values computed for each iteration. Each input + of the list corresponds to a temperature stage. Each input of the + list is a vector of input variables which corresponds to all the + variables computed during the corresponding temperature stage - + (optional - can slow down a lot the execution of optim_sa) + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>iter</term> + <listitem> + <para> + a double, the actual number of external iterations in the + algorithm (optional). + </para> + </listitem> + </varlistentry> + </variablelist> + </refsection> + <refsection> + <title>Description</title> + <para>A Simulated Annealing optimization method.</para> + <para> + Simulated annealing (SA) is a generic probabilistic meta-algorithm for the global optimization + problem, namely locating a good approximation to the global optimum of a given function in a + large search space. It is often used when the search space is discrete (e.g., all tours that + visit a given set of cities). + </para> + <para> + The current solver can find the solution of an optimization problem without constraints or + with bound constraints. The bound constraints can be customized with the neighbour + function. This algorithm does not use the derivatives of the objective function. + </para> + <para> + The solver is made of Scilab macros, which enables a high-level programming model for + this optimization solver. The SA macros are based on the <literal>parameters</literal> + Scilab module for the management of the (many) optional parameters. + </para> + <para> + To use the SA algorithm, one should perform the following steps : + <itemizedlist><listitem> + configure the parameters with calls to <literal>init_param</literal> + and <literal>add_param</literal> especially the neighbor function, the + acceptance function, the temperature law, + </listitem> + <listitem> + compute an initial temperature with a call to <literal>compute_initial_temp</literal>, + </listitem> + <listitem> + find an optimum by using the <literal>optim_sa</literal> solver. + </listitem> + </itemizedlist> + </para> + <para> + The algorithm is based on an iterative update of two points : + <itemizedlist><listitem> + the current point is updated by taking into account the neighbour and the acceptance + functions, + </listitem> + <listitem> + the best point is the point which achieved the minimum of the objective function over the + iterations. + </listitem> + </itemizedlist> + While the current point is used internally to explore the domain, only the best point is returned + by the function. + The algorithm is based on an external loop and an internal loop. In the external loop, + the temperature is updated according to the temperature function. In the internal loop, the + point is updated according to the neighbour function. A new point is accepted depending + on its associated function value or the value of the acceptance function, which value + depends on the current temperature and a uniform random number. + </para> + <para> + The acceptance of the new point depends on the output values produced + by the <literal>rand</literal> function. This implies that two consecutive + calls to the <literal>optim_sa</literal> will not produce the same result. + In order to always get exactly the same results, please initialize the random number + generator with a valid seed. + </para> + <para> + See the Demonstrations, in the "Optimization" section and "Simulated Annealing" subsection + for more examples. + </para> + </refsection> + <refsection> + <title>The objective function</title> + <para> + The objective function is expected to have the following header. + </para> + <programlisting role="no-scilab-exec"><![CDATA[ +function y = f ( x ) + ]]></programlisting> + <para> + In the case where the objective function needs additional parameters, + the objective function can be defined as a list, where the first + argument is the cost function, and the second argument is the + additional parameter. See below for an example. + </para> + </refsection> + <refsection> + <title>Examples</title> + <para> + In the following example, we search the minimum of the + Rastriging function. This function has many local minimas, but only + one single global minimum located at x = (0,0), where the function value is + f(x) = -2. We use the simulated annealing algorithm with default settings + and the default neighbour function neigh_func_default. + </para> + <programlisting role="example"><![CDATA[ +function y = rastrigin(x) + y = x(1)^2+x(2)^2-cos(12*x(1))-cos(18*x(2)); +endfunction + +x0 = [2 2]; +Proba_start = 0.7; +It_Pre = 100; +It_extern = 100; +It_intern = 1000; +x_test = neigh_func_default(x0); + +T0 = compute_initial_temp(x0, rastrigin, Proba_start, It_Pre); + +Log = %T; +[x_opt, f_opt, sa_mean_list, sa_var_list] = optim_sa(x0, rastrigin, It_extern, It_intern, T0, Log); + +mprintf("optimal solution:\n"); disp(x_opt); +mprintf("value of the objective function = %f\n", f_opt); + +t = 1:length(sa_mean_list); +plot(t,sa_mean_list,"r",t,sa_var_list,"g"); + ]]></programlisting> + <scilab:image> + function y = rastrigin(x) + y = x(1)^2+x(2)^2-cos(12*x(1))-cos(18*x(2)); + endfunction + + x0 = [2 2]; + Proba_start = 0.7; + It_Pre = 100; + It_extern = 100; + It_intern = 1000; + x_test = neigh_func_default(x0); + + T0 = compute_initial_temp(x0, rastrigin, Proba_start, It_Pre); + + Log = %f; + [x_opt, f_opt, sa_mean_list, sa_var_list] = optim_sa(x0, rastrigin, It_extern, It_intern, T0, Log); + + t = 1:length(sa_mean_list); + plot(t,sa_mean_list,"r",t,sa_var_list,"g"); + </scilab:image> + </refsection> + <refsection> + <title>Configuring a neighbour function</title> + <para> + In the following example, we customize the + neighbourhood function. In order to pass this function to the + <literal>optim_sa</literal> function, we setup a parameter where the + <literal>"neigh_func"</literal> key is associated with our particular neighbour function. + The neighbour function can be customized at will, provided that the + header of the function is the same. The particular implementation shown + below is the same, in spirit, as the <literal>neigh_func_default</literal> + function. + </para> + <programlisting role="example"><![CDATA[ +function f = quad ( x ) + p = [4 3]; + f = (x(1) - p(1))^2 + (x(2) - p(2))^2 +endfunction + +// We produce a neighbor by adding some noise to each component of a given vector +function x_neigh = myneigh_func ( x_current, T , param) + nxrow = size(x_current,"r") + nxcol = size(x_current,"c") + sa_min_delta = -0.1*ones(nxrow,nxcol); + sa_max_delta = 0.1*ones(nxrow,nxcol); + x_neigh = x_current + (sa_max_delta - sa_min_delta).*rand(nxrow,nxcol) + sa_min_delta; +endfunction + +x0 = [2 2]; +Proba_start = 0.7; +It_Pre = 100; +It_extern = 50; +It_intern = 100; + +saparams = init_param(); +saparams = add_param(saparams,"neigh_func", myneigh_func); +// or: saparams = add_param(saparams,"neigh_func", neigh_func_default); +// or: saparams = add_param(saparams,"neigh_func", neigh_func_csa); +// or: saparams = add_param(saparams,"neigh_func", neigh_func_fsa); +// or: saparams = add_param(saparams,"neigh_func", neigh_func_vfsa); + +T0 = compute_initial_temp(x0, quad, Proba_start, It_Pre, saparams); +Log = %f; +// This should produce x_opt = [4 3] +[x_opt, f_opt] = optim_sa(x0, quad, It_extern, It_intern, T0, Log, saparams) + ]]></programlisting> + </refsection> + <refsection> + <title>Passing extra parameters</title> + <para> + In the following example, we use an objective function which requires + an extra parameter <literal>p</literal>. This parameter is the second + input argument of the <literal>quadp</literal> function. In order to + pass this parameter to the objective function, we define the objective + function as <literal>list(quadp,p)</literal>. In this case, + the solver makes so that the calling sequence includes a second argument. + </para> + <programlisting role="example"><![CDATA[ + function f = quadp ( x , p ) + f = (x(1) - p(1))^2 + (x(2) - p(2))^2 + endfunction + + x0 = [-1 -1]; + p = [4 3]; + Proba_start = 0.7; + It_Pre = 100; + T0 = compute_initial_temp(x0, list(quadp,p) , Proba_start, It_Pre); + [x_opt, f_opt] = optim_sa(x0, list(quadp,p) , 10, 1000, T0, %f) + ]]></programlisting> + </refsection> + <refsection> + <title>Configuring an output function</title> + <para> + In the following example, we define an output function, which also + provide a stopping rule. We define the function <literal>outfun</literal> + which takes as input arguments the data of the algorithm at the current + iteration and returns the boolean <literal>stop</literal>. This function + prints a message into the console to inform the user about the + current state of the algorithm. It also computes the boolean <literal>stop</literal>, + depending on the value of the function. + The stop variable becomes true when the function value is near zero. In order to let <literal>optim_sa</literal> + know about our output function, we configure the <literal>"output_func"</literal> + key to our <literal>outfun</literal> function and call the solver. + Notice that the number of external iterations is <literal>%inf</literal>, so + that the external loop never stops. + This allows to check that the output function really allows to + stop the algorithm. + </para> + <programlisting role="example"><![CDATA[ +function f = quad ( x ) + p = [4 3]; + f = (x(1) - p(1))^2 + (x(2) - p(2))^2 +endfunction + +function stop = outfunc ( itExt , x_best , f_best , T , saparams ) + [mythreshold,err] = get_param(saparams,"mythreshold",0); + mprintf ( "Iter = #%d, \t x_best=[%f %f], \t f_best = %e, \t T = %e\n", itExt , x_best(1),x_best(2) , f_best , T ) + stop = ( abs(f_best) < mythreshold ) +endfunction + +x0 = [-1 -1]; +saparams = init_param(); +saparams = add_param(saparams,"output_func", outfunc ); +saparams = add_param(saparams,"mythreshold", 1.e-2 ); + +rand("seed",0); + +T0 = compute_initial_temp(x0, quad , 0.7, 100, saparams); +[x_best, f_best, mean_list, var_list, temp_list, f_history, x_history , It ] = optim_sa(x0, quad , %inf, 100, T0, %f, saparams); + ]]></programlisting> + <para> + The previous script produces the following output. Notice that the actual + output of the algorithm depends on the state of the random number generator <literal>rand</literal>: + if we had not initialize the seed of the uniform random number generator, + we would have produced a different result. + </para> + <programlisting role="no-scilab-exec"> + Iter = #1, x_best=[-1.000000 -1.000000], f_best = 4.100000e+001, T = 1.453537e+000 + Iter = #2, x_best=[-0.408041 -0.318262], f_best = 3.044169e+001, T = 1.308183e+000 + Iter = #3, x_best=[-0.231406 -0.481078], f_best = 3.002270e+001, T = 1.177365e+000 + Iter = #4, x_best=[0.661827 0.083743], f_best = 1.964796e+001, T = 1.059628e+000 + Iter = #5, x_best=[0.931415 0.820681], f_best = 1.416565e+001, T = 9.536654e-001 + Iter = #6, x_best=[1.849796 1.222178], f_best = 7.784028e+000, T = 8.582988e-001 + Iter = #7, x_best=[2.539775 1.414591], f_best = 4.645780e+000, T = 7.724690e-001 + Iter = #8, x_best=[3.206047 2.394497], f_best = 9.969957e-001, T = 6.952221e-001 + Iter = #9, x_best=[3.164998 2.633170], f_best = 8.317924e-001, T = 6.256999e-001 + Iter = #10, x_best=[3.164998 2.633170], f_best = 8.317924e-001, T = 5.631299e-001 + Iter = #11, x_best=[3.164998 2.633170], f_best = 8.317924e-001, T = 5.068169e-001 + Iter = #12, x_best=[3.961464 2.903763], f_best = 1.074654e-002, T = 4.561352e-001 + Iter = #13, x_best=[3.961464 2.903763], f_best = 1.074654e-002, T = 4.105217e-001 + Iter = #14, x_best=[3.961464 2.903763], f_best = 1.074654e-002, T = 3.694695e-001 + Iter = #15, x_best=[3.931929 3.003181], f_best = 4.643767e-003, T = 3.325226e-001 + </programlisting> + </refsection> + <refsection role="see also"> + <title>See Also</title> + <simplelist type="inline"> + <member> + <link linkend="compute_initial_temp"> + compute_initial_temp + </link> + </member> + <member> + <link linkend="neigh_func_default"> + neigh_func_default + </link> + </member> + <member> + <link linkend="temp_law_default"> + temp_law_default + </link> + </member> + </simplelist> + </refsection> + <refsection> + <title>Bibliography</title> + <para> + "Simulated annealing : theory and applications", P.J.M. Laarhoven and E.H.L. Aarts, Mathematics and its applications, Dordrecht : D. Reidel, 1988 + </para> + <para> + "Theoretical and computational aspects of simulated annealing", P.J.M. van Laarhoven, Amsterdam, Netherlands : Centrum voor Wiskunde en Informatica, 1988 + </para> + <para> + "Genetic algorithms and simulated annealing", Lawrence Davis, London : Pitman Los Altos, Calif. Morgan Kaufmann Publishers, 1987 + </para> + </refsection> +</refentry> diff --git a/modules/simulated_annealing/help/en_US/utilities/CHAPTER b/modules/simulated_annealing/help/en_US/utilities/CHAPTER new file mode 100755 index 000000000..1a24f493c --- /dev/null +++ b/modules/simulated_annealing/help/en_US/utilities/CHAPTER @@ -0,0 +1,2 @@ +title = Utilities + diff --git a/modules/simulated_annealing/help/en_US/utilities/accept_func_default.xml b/modules/simulated_annealing/help/en_US/utilities/accept_func_default.xml new file mode 100755 index 000000000..d5a952041 --- /dev/null +++ b/modules/simulated_annealing/help/en_US/utilities/accept_func_default.xml @@ -0,0 +1,85 @@ +<?xml version="1.0" encoding="UTF-8"?> +<!-- + * Scilab ( http://www.scilab.org/ ) - This file is part of Scilab + * Copyright (C) 2010 - DIGITEO - Michael Baudin + * + * This file must be used under the terms of the CeCILL. + * This source file is licensed as described in the file COPYING, which + * you should have received as part of this distribution. The terms + * are also available at + * http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt + * + --> +<refentry xmlns="http://docbook.org/ns/docbook" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:svg="http://www.w3.org/2000/svg" xmlns:ns4="http://www.w3.org/1999/xhtml" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:db="http://docbook.org/ns/docbook" xmlns:scilab="http://www.scilab.org" xml:id="accept_func_default" xml:lang="en"> + <refnamediv> + <refname>accept_func_default</refname> + <refpurpose>The default Simulated Annealing acceptation function.</refpurpose> + </refnamediv> + <refsynopsisdiv> + <title>Calling Sequence</title> + <synopsis>Level = accept_func_default(F_current, F_neigh, T)</synopsis> + </refsynopsisdiv> + <refsection> + <title>Arguments</title> + <variablelist> + <varlistentry> + <term>F_current</term> + <listitem> + <para>the current function value</para> + </listitem> + </varlistentry> + <varlistentry> + <term>F_neigh</term> + <listitem> + <para>the function value of the neighbour</para> + </listitem> + </varlistentry> + <varlistentry> + <term>T</term> + <listitem> + <para>the current temperature</para> + </listitem> + </varlistentry> + <varlistentry> + <term>Level </term> + <listitem> + <para>the level of acceptation, in the interval [0,1].</para> + </listitem> + </varlistentry> + </variablelist> + </refsection> + <refsection> + <title>Description</title> + <para> + The <literal>accept_func_default</literal> provides the default Simulated Annealing acceptation function. + </para> + <para> + If the level computed by the acceptation function is higher + than the generated uniform random number in the interval [0,1], then the neighbour is accepted. + </para> + <para> + The formula used in the implementation is the following. + </para> + <programlisting role="no-scilab-exec"><![CDATA[ +Level = exp(-(F_neigh - F_current)/max(T,%eps)); + ]]></programlisting> + </refsection> + + <refsection> + <title>Examples</title> + <programlisting role="example"><![CDATA[ +level = accept_func_default(10,9,10); + ]]></programlisting> + </refsection> + + <refsection role="see also"> + <title>See Also</title> + <simplelist type="inline"> + <member> + <link linkend="accept_func_vfsa"> + accept_func_vfsa + </link> + </member> + </simplelist> + </refsection> +</refentry> diff --git a/modules/simulated_annealing/help/en_US/utilities/accept_func_vfsa.xml b/modules/simulated_annealing/help/en_US/utilities/accept_func_vfsa.xml new file mode 100755 index 000000000..8ae89b617 --- /dev/null +++ b/modules/simulated_annealing/help/en_US/utilities/accept_func_vfsa.xml @@ -0,0 +1,85 @@ +<?xml version="1.0" encoding="UTF-8"?> +<!-- + * Scilab ( http://www.scilab.org/ ) - This file is part of Scilab + * Copyright (C) 2010 - DIGITEO - Michael Baudin + * + * This file must be used under the terms of the CeCILL. + * This source file is licensed as described in the file COPYING, which + * you should have received as part of this distribution. The terms + * are also available at + * http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt + * + --> +<refentry xmlns="http://docbook.org/ns/docbook" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:svg="http://www.w3.org/2000/svg" xmlns:ns4="http://www.w3.org/1999/xhtml" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:db="http://docbook.org/ns/docbook" xmlns:scilab="http://www.scilab.org" xml:id="accept_func_vfsa" xml:lang="en"> + <refnamediv> + <refname>accept_func_vfsa</refname> + <refpurpose>The Very Fast Simulated Annealing acceptation function.</refpurpose> + </refnamediv> + <refsynopsisdiv> + <title>Calling Sequence</title> + <synopsis>Level = accept_func_vfsa(F_current, F_neigh, T)</synopsis> + </refsynopsisdiv> + <refsection> + <title>Arguments</title> + <variablelist> + <varlistentry> + <term>F_current</term> + <listitem> + <para>the current function value</para> + </listitem> + </varlistentry> + <varlistentry> + <term>F_neigh</term> + <listitem> + <para>the function value of the neighbour</para> + </listitem> + </varlistentry> + <varlistentry> + <term>T</term> + <listitem> + <para>the current temperature</para> + </listitem> + </varlistentry> + <varlistentry> + <term>Level </term> + <listitem> + <para>the level of acceptation, in the interval [0,1].</para> + </listitem> + </varlistentry> + </variablelist> + </refsection> + <refsection> + <title>Description</title> + <para> + The <literal>accept_func_vfsa</literal> provides the Very Fast Simulated Annealing acceptation function. + </para> + <para> + If the level computed by the acceptation function is higher + than the generated uniform random number in the interval [0,1], then the neighbour is accepted. + </para> + <para> + The formula used in the implementation is the following. + </para> + <programlisting role="no-scilab-exec"><![CDATA[ +Level = 1 / (1 + exp(-(F_current - F_neigh)/max(T,%eps))); + ]]></programlisting> + </refsection> + + <refsection> + <title>Examples</title> + <programlisting role="example"><![CDATA[ +level = accept_func_vfsa(10, 9, 10) + ]]></programlisting> + </refsection> + + <refsection role="see also"> + <title>See Also</title> + <simplelist type="inline"> + <member> + <link linkend="accept_func_default"> + accept_func_default + </link> + </member> + </simplelist> + </refsection> +</refentry> diff --git a/modules/simulated_annealing/help/en_US/utilities/compute_initial_temp.xml b/modules/simulated_annealing/help/en_US/utilities/compute_initial_temp.xml new file mode 100755 index 000000000..90b0b8d8c --- /dev/null +++ b/modules/simulated_annealing/help/en_US/utilities/compute_initial_temp.xml @@ -0,0 +1,147 @@ +<?xml version="1.0" encoding="UTF-8"?> +<!-- + * Scilab ( http://www.scilab.org/ ) - This file is part of Scilab + * Copyright (C) 2008 - Yann COLLETTE <yann.collette@renault.com> + * Copyright (C) 2010 - DIGITEO - Michael Baudin + * + * This file must be used under the terms of the CeCILL. + * This source file is licensed as described in the file COPYING, which + * you should have received as part of this distribution. The terms + * are also available at + * http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt + * + --> +<refentry xmlns="http://docbook.org/ns/docbook" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:svg="http://www.w3.org/2000/svg" xmlns:ns4="http://www.w3.org/1999/xhtml" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:db="http://docbook.org/ns/docbook" xmlns:scilab="http://www.scilab.org" xml:id="compute_initial_temp" xml:lang="en"> + <refnamediv> + <refname>compute_initial_temp</refname> + <refpurpose> + A SA function which allows to compute the initial temperature + of the simulated annealing + </refpurpose> + </refnamediv> + <refsynopsisdiv> + <title>Calling Sequence</title> + <synopsis>T_init = compute_initial_temp(x0,f,proba_init, ItMX [, param] )</synopsis> + </refsynopsisdiv> + <refsection> + <title>Arguments</title> + <variablelist> + <varlistentry> + <term>x0</term> + <listitem> + <para>the starting point</para> + </listitem> + </varlistentry> + <varlistentry> + <term>f</term> + <listitem> + <para> + the objective function which will be send to the simulated + annealing for optimization + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>proba_init</term> + <listitem> + <para> + the initial probability of accepting a bad solution (usually + around 0.7) + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>ItMX</term> + <listitem> + <para> + the number of iterations of random walk (usually around + 100) + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>param</term> + <listitem> + <para>optional, a data structure managed with the parameters module.</para> + <para> + The <literal>optim_sa</literal> function is sensitive to the following fields. + </para> + <variablelist> + <varlistentry> + <term>"neigh_func"</term> + <listitem> + <para> + a function which computes a neighbor of a given point. + The default neighbourhood function is <literal>neigh_func_default</literal>. + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>"type_accept"</term> + <listitem> + <para> + the type of acceptation function. + If the type is equal to "sa", then the initial temperature + is computed from <literal>T_init = - f_sum ./ log(proba_init)</literal>. + If the type is equal to "vfsa", it is computed + from <literal>T_init = abs(f_sum / log(1/proba_init - 1))</literal>. + </para> + </listitem> + </varlistentry> + </variablelist> + </listitem> + </varlistentry> + <varlistentry> + <term>T_init</term> + <listitem> + <para> + The initial temperature corresponding to the given probability + of accepting a bad solution + </para> + </listitem> + </varlistentry> + </variablelist> + </refsection> + <refsection> + <title>Description</title> + <para> + This function computes an initial temperature given an initial + probability of accepting a bad solution. This computation is based on + some iterations of random walk. + </para> + </refsection> + <refsection> + <title>Examples</title> + <programlisting role="example"><![CDATA[ +deff('y=f(x)','y=sum(x.^2)'); + +x0 = [2 2]; +Proba_start = 0.7; +It_Pre = 100; +x_test = neigh_func_default(x0); + +saparams = init_param(); +saparams = add_param(saparams,'neigh_func', neigh_func_default); + +T0 = compute_initial_temp(x0, f, Proba_start, It_Pre, saparams); + ]]></programlisting> + </refsection> + <refsection role="see also"> + <title>See Also</title> + <simplelist type="inline"> + <member> + <link linkend="optim_sa"> optim_sa </link> + </member> + <member> + <link linkend="neigh_func_default"> + neigh_func_default + </link> + </member> + <member> + <link linkend="temp_law_default"> + temp_law_default + </link> + </member> + </simplelist> + </refsection> +</refentry> diff --git a/modules/simulated_annealing/help/en_US/utilities/neigh_func_csa.xml b/modules/simulated_annealing/help/en_US/utilities/neigh_func_csa.xml new file mode 100755 index 000000000..cc75fbfeb --- /dev/null +++ b/modules/simulated_annealing/help/en_US/utilities/neigh_func_csa.xml @@ -0,0 +1,95 @@ +<?xml version="1.0" encoding="UTF-8"?> +<!-- + * Scilab ( http://www.scilab.org/ ) - This file is part of Scilab + * Copyright (C) 2008 - Yann COLLETTE <yann.collette@renault.com> + * + * This file must be used under the terms of the CeCILL. + * This source file is licensed as described in the file COPYING, which + * you should have received as part of this distribution. The terms + * are also available at + * http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt + * + --> +<refentry xmlns="http://docbook.org/ns/docbook" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:svg="http://www.w3.org/2000/svg" xmlns:ns4="http://www.w3.org/1999/xhtml" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:db="http://docbook.org/ns/docbook" xmlns:scilab="http://www.scilab.org" xml:id="neigh_func_csa" xml:lang="en"> + <refnamediv> + <refname>neigh_func_csa</refname> + <refpurpose>The classical neighborhood relationship for the simulated + annealing + </refpurpose> + </refnamediv> + <refsynopsisdiv> + <title>Calling Sequence</title> + <synopsis>x_neigh = neigh_func_csa(x_current,T,param)</synopsis> + </refsynopsisdiv> + <refsection> + <title>Arguments</title> + <variablelist> + <varlistentry> + <term>x_current</term> + <listitem> + <para>the point for which we want to compute a neighbor</para> + </listitem> + </varlistentry> + <varlistentry> + <term>T</term> + <listitem> + <para>the current temperature</para> + </listitem> + </varlistentry> + <varlistentry> + <term>param</term> + <listitem> + <para>a vector with the same size than x_current. A normalization + vector which allows to distort the shape of the neighborhood. This + parameter allows to take into account the differences of interval of + variation between variables. By default, this parameter is set to a + vector of ones. + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>x_neigh</term> + <listitem> + <para>the computed neighbor</para> + </listitem> + </varlistentry> + </variablelist> + </refsection> + <refsection> + <title>Description</title> + <itemizedlist> + <listitem> + <para>This function implements the classical neighborhood relationship + for the simulated annealing. The neighbors distribution is a gaussian + distribution which is more and more peaked as the temperature + decrease. + </para> + </listitem> + </itemizedlist> + </refsection> + + <refsection> + <title>Examples</title> + <programlisting role="example"><![CDATA[ +x_current = 1; + +x_neigh = neigh_func_csa(x_current,10,[]) + ]]></programlisting> + </refsection> + + <refsection role="see also"> + <title>See Also</title> + <simplelist type="inline"> + <member> + <link linkend="neigh_func_default"> neigh_func_default + </link> + </member> + <member> + <link linkend="temp_law_huang"> temp_law_huang </link> + </member> + <member> + <link linkend="optim_sa"> optim_sa </link> + </member> + </simplelist> + </refsection> +</refentry> diff --git a/modules/simulated_annealing/help/en_US/utilities/neigh_func_default.xml b/modules/simulated_annealing/help/en_US/utilities/neigh_func_default.xml new file mode 100755 index 000000000..572b99d11 --- /dev/null +++ b/modules/simulated_annealing/help/en_US/utilities/neigh_func_default.xml @@ -0,0 +1,114 @@ +<?xml version="1.0" encoding="UTF-8"?> +<!-- + * Scilab ( http://www.scilab.org/ ) - This file is part of Scilab + * Copyright (C) 2008 - Yann COLLETTE <yann.collette@renault.com> + * Copyright (C) 2010 - DIGITEO - Michael Baudin + * + * This file must be used under the terms of the CeCILL. + * This source file is licensed as described in the file COPYING, which + * you should have received as part of this distribution. The terms + * are also available at + * http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt + * + --> +<refentry xmlns="http://docbook.org/ns/docbook" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:svg="http://www.w3.org/2000/svg" xmlns:ns4="http://www.w3.org/1999/xhtml" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:db="http://docbook.org/ns/docbook" xmlns:scilab="http://www.scilab.org" xml:id="neigh_func_default" xml:lang="en"> + <refnamediv> + <refname>neigh_func_default</refname> + <refpurpose>A SA function which computes a neighbor of a given + point + </refpurpose> + </refnamediv> + <refsynopsisdiv> + <title>Calling Sequence</title> + <synopsis> + x_neigh = neigh_func_default(x_current,T) + x_neigh = neigh_func_default(x_current,T,param) + </synopsis> + </refsynopsisdiv> + <refsection> + <title>Arguments</title> + <variablelist> + <varlistentry> + <term>x_current</term> + <listitem> + <para>the point for which we want to compute a neighbor</para> + </listitem> + </varlistentry> + <varlistentry> + <term>T</term> + <listitem> + <para>the current temperature. This parameter is ignored but is + there to make all the neighbour function consistent. + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>param</term> + <listitem> + <para>a two columns vector. The first column correspond to the + negative amplitude of variation and the second column corresponds to + the positive amplitude of variation of the neighborhood. By default, + the first column is a column of -0.1 and the second column is a + column of 0.1. + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>x_neigh</term> + <listitem> + <para>the computed neighbor</para> + </listitem> + </varlistentry> + </variablelist> + </refsection> + <refsection> + <title>Description</title> + <para>This function computes a neighbor of a given point. For example, + for a continuous vector, a neighbor will be produced by adding some + noise to each component of the vector. For a binary string, a neighbor + will be produced by changing one bit from 0 to 1 or from 1 to + 0. + </para> + </refsection> + <refsection> + <title>Examples</title> + <programlisting role="example"><![CDATA[ +function y = rastrigin(x) + y = x(1)^2+x(2)^2-cos(12*x(1))-cos(18*x(2)); +endfunction + +x0 = [2 2]; +Proba_start = 0.7; +It_Pre = 100; +It_extern = 100; +It_intern = 1000; +x_test = neigh_func_default(x0,%nan); + +saparams = init_param(); +saparams = add_param(saparams,'neigh_func', neigh_func_default); + +T0 = compute_initial_temp(x0, rastrigin, Proba_start, It_Pre, saparams); +Log = %T; +[x_opt, f_opt, sa_mean_list, sa_var_list] = optim_sa(x0, rastrigin, It_extern, It_intern, T0, Log,saparams); + +mprintf('optimal solution:\n'); disp(x_opt); +mprintf('value of the objective function = %f\n', f_opt); + ]]></programlisting> + </refsection> + <refsection role="see also"> + <title>See Also</title> + <simplelist type="inline"> + <member> + <link linkend="optim_sa"> optim_sa </link> + </member> + <member> + <link linkend="compute_initial_temp"> compute_initial_temp + </link> + </member> + <member> + <link linkend="temp_law_default"> temp_law_default + </link> + </member> + </simplelist> + </refsection> +</refentry> diff --git a/modules/simulated_annealing/help/en_US/utilities/neigh_func_fsa.xml b/modules/simulated_annealing/help/en_US/utilities/neigh_func_fsa.xml new file mode 100755 index 000000000..b3e4fb344 --- /dev/null +++ b/modules/simulated_annealing/help/en_US/utilities/neigh_func_fsa.xml @@ -0,0 +1,93 @@ +<?xml version="1.0" encoding="UTF-8"?> +<!-- + * Scilab ( http://www.scilab.org/ ) - This file is part of Scilab + * Copyright (C) 2008 - Yann COLLETTE <yann.collette@renault.com> + * + * This file must be used under the terms of the CeCILL. + * This source file is licensed as described in the file COPYING, which + * you should have received as part of this distribution. The terms + * are also available at + * http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt + * + --> +<refentry xmlns="http://docbook.org/ns/docbook" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:svg="http://www.w3.org/2000/svg" xmlns:ns4="http://www.w3.org/1999/xhtml" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:db="http://docbook.org/ns/docbook" xmlns:scilab="http://www.scilab.org" xml:id="neigh_func_fsa" xml:lang="en"> + <refnamediv> + <refname>neigh_func_fsa</refname> + <refpurpose>The Fast Simulated Annealing neighborhood + relationship + </refpurpose> + </refnamediv> + <refsynopsisdiv> + <title>Calling Sequence</title> + <synopsis>x_neigh = neigh_func_fsa(x_current,T,param)</synopsis> + </refsynopsisdiv> + <refsection> + <title>Arguments</title> + <variablelist> + <varlistentry> + <term>x_current</term> + <listitem> + <para>the point for which we want to compute a neighbor</para> + </listitem> + </varlistentry> + <varlistentry> + <term>T</term> + <listitem> + <para>the current temperature</para> + </listitem> + </varlistentry> + <varlistentry> + <term>param</term> + <listitem> + <para>a vector with the same size than x_current. A normalization + vector which allows to distort the shape of the neighborhood. This + parameter allows to take into account the differences of interval of + variation between variables. By default, this parameter is set to a + vector of ones. + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>x_neigh</term> + <listitem> + <para>the computed neighbor</para> + </listitem> + </varlistentry> + </variablelist> + </refsection> + <refsection> + <title>Description</title> + <itemizedlist> + <listitem> + <para>This function computes the FSA neighborhood of a given point. + The corresponding distribution is a Cauchy distribution which is more + and more peaked as the temperature decrease. + </para> + </listitem> + </itemizedlist> + </refsection> + <refsection> + <title>Examples</title> + <programlisting role="example"><![CDATA[ +x_current = 1; + +x_neigh = neigh_func_fsa(x_current,10,[]) + ]]></programlisting> + </refsection> + + <refsection role="see also"> + <title>See Also</title> + <simplelist type="inline"> + <member> + <link linkend="optim_sa"> optim_sa </link> + </member> + <member> + <link linkend="temp_law_fsa"> temp_law_fsa </link> + </member> + <member> + <link linkend="neigh_func_default"> neigh_func_default + </link> + </member> + </simplelist> + </refsection> +</refentry> diff --git a/modules/simulated_annealing/help/en_US/utilities/neigh_func_vfsa.xml b/modules/simulated_annealing/help/en_US/utilities/neigh_func_vfsa.xml new file mode 100755 index 000000000..d700b97e2 --- /dev/null +++ b/modules/simulated_annealing/help/en_US/utilities/neigh_func_vfsa.xml @@ -0,0 +1,92 @@ +<?xml version="1.0" encoding="UTF-8"?> +<!-- + * Scilab ( http://www.scilab.org/ ) - This file is part of Scilab + * Copyright (C) 2008 - Yann COLLETTE <yann.collette@renault.com> + * + * This file must be used under the terms of the CeCILL. + * This source file is licensed as described in the file COPYING, which + * you should have received as part of this distribution. The terms + * are also available at + * http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt + * + --> +<refentry xmlns="http://docbook.org/ns/docbook" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:svg="http://www.w3.org/2000/svg" xmlns:ns4="http://www.w3.org/1999/xhtml" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:db="http://docbook.org/ns/docbook" xmlns:scilab="http://www.scilab.org" xml:id="neigh_func_vfsa" xml:lang="en"> + <refnamediv> + <refname>neigh_func_vfsa</refname> + <refpurpose>The Very Fast Simulated Annealing neighborhood + relationship + </refpurpose> + </refnamediv> + <refsynopsisdiv> + <title>Calling Sequence</title> + <synopsis>x_neigh = neigh_func_vfsa(x_current,T,param)</synopsis> + </refsynopsisdiv> + <refsection> + <title>Arguments</title> + <variablelist> + <varlistentry> + <term>x_current</term> + <listitem> + <para>the point for which we want to compute a neighbor</para> + </listitem> + </varlistentry> + <varlistentry> + <term>T</term> + <listitem> + <para>the current temperature</para> + </listitem> + </varlistentry> + <varlistentry> + <term>param</term> + <listitem> + <para>a ones column vector. The column correspond to the amplitude + of variation of the neighborhood. By default, the column is a column + of 0.1. + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>x_neigh</term> + <listitem> + <para>the computed neighbor</para> + </listitem> + </varlistentry> + </variablelist> + </refsection> + <refsection> + <title>Description</title> + <itemizedlist> + <listitem> + <para>This function implements the Very Fast Simulated Annealing + relationship. This distribution is more and more peaked as the + temperature decrease. + </para> + </listitem> + </itemizedlist> + </refsection> + + <refsection> + <title>Examples</title> + <programlisting role="example"><![CDATA[ +x_current = 1; + +x_neigh = neigh_func_vfsa(x_current,10,[]) + ]]></programlisting> + </refsection> + + <refsection role="see also"> + <title>See Also</title> + <simplelist type="inline"> + <member> + <link linkend="optim_sa"> optim_sa </link> + </member> + <member> + <link linkend="neigh_func_vfsa"> neigh_func_vfsa + </link> + </member> + <member> + <link linkend="temp_law_huang"> temp_law_huang </link> + </member> + </simplelist> + </refsection> +</refentry> diff --git a/modules/simulated_annealing/help/en_US/utilities/temp_law_csa.xml b/modules/simulated_annealing/help/en_US/utilities/temp_law_csa.xml new file mode 100755 index 000000000..2f559742d --- /dev/null +++ b/modules/simulated_annealing/help/en_US/utilities/temp_law_csa.xml @@ -0,0 +1,133 @@ +<?xml version="1.0" encoding="UTF-8"?> +<!-- + * Scilab ( http://www.scilab.org/ ) - This file is part of Scilab + * Copyright (C) 2008 - Yann COLLETTE <yann.collette@renault.com> + * + * This file must be used under the terms of the CeCILL. + * This source file is licensed as described in the file COPYING, which + * you should have received as part of this distribution. The terms + * are also available at + * http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt + * + --> +<refentry xmlns="http://docbook.org/ns/docbook" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:svg="http://www.w3.org/2000/svg" xmlns:ns4="http://www.w3.org/1999/xhtml" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:db="http://docbook.org/ns/docbook" xmlns:scilab="http://www.scilab.org" xml:id="temp_law_csa" xml:lang="en"> + <refnamediv> + <refname>temp_law_csa</refname> + <refpurpose>The classical temperature decrease law</refpurpose> + </refnamediv> + <refsynopsisdiv> + <title>Calling Sequence</title> + <synopsis>T_out = temp_law_csa(T_in,step_mean,step_var,temp_stage,n,param)</synopsis> + </refsynopsisdiv> + <refsection> + <title>Arguments</title> + <variablelist> + <varlistentry> + <term>T_in</term> + <listitem> + <para>the temperature at the current stage</para> + </listitem> + </varlistentry> + <varlistentry> + <term>step_mean</term> + <listitem> + <para>the mean value of the objective function computed during the + current stage + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>step_var</term> + <listitem> + <para>the variance value of the objective function computed during + the current stage + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>temp_stage</term> + <listitem> + <para>the index of the current temperature stage</para> + </listitem> + </varlistentry> + <varlistentry> + <term>n</term> + <listitem> + <para>the dimension of the decision variable (the x in f(x))</para> + </listitem> + </varlistentry> + <varlistentry> + <term>param</term> + <listitem> + <para>not used for this temperature law</para> + </listitem> + </varlistentry> + <varlistentry> + <term>T_out</term> + <listitem> + <para>the temperature for the temperature stage to come</para> + </listitem> + </varlistentry> + </variablelist> + </refsection> + <refsection> + <title>Description</title> + <itemizedlist> + <listitem> + <para>This function implements the classical annealing temperature + schedule (the one for which the convergence of the simulated annealing + has been proven). + </para> + </listitem> + </itemizedlist> + </refsection> + <refsection> + <title>Examples</title> + <programlisting role="example"><![CDATA[ +function y = rastrigin(x) + y = x(1)^2+x(2)^2-cos(12*x(1))-cos(18*x(2)); +endfunction + +x0 = [-1, -1]; +Proba_start = 0.8; +It_intern = 1000; +It_extern = 30; +It_Pre = 100; + +mprintf('SA: the CSA algorithm\n'); + +T0 = compute_initial_temp(x0, rastrigin, Proba_start, It_Pre, neigh_func_default); +mprintf('Initial temperatore T0 = %f\n', T0); + +[x_opt, f_opt, sa_mean_list, sa_var_list, temp_list] = optim_sa(x0, rastrigin, It_extern, It_intern, T0, Log = %T, temp_law_csa, neigh_func_csa); + +mprintf('optimal solution:\n'); disp(x_opt); +mprintf('value of the objective function = %f\n', f_opt); + +scf(); +subplot(2,1,1); +xtitle('Classical simulated annealing','Iteration','Mean / Variance'); +t = 1:length(sa_mean_list); +plot(t,sa_mean_list,'r',t,sa_var_list,'g'); +legend(['Mean','Variance']); +subplot(2,1,2); +xtitle('Temperature evolution','Iteration','Temperature'); +plot(t,temp_list,'k-'); + ]]></programlisting> + </refsection> + <refsection role="see also"> + <title>See Also</title> + <simplelist type="inline"> + <member> + <link linkend="optim_sa"> optim_sa </link> + </member> + <member> + <link linkend="temp_law_huang"> temp_law_huang </link> + </member> + <member> + <link linkend="neigh_func_default"> neigh_func_default + </link> + </member> + </simplelist> + </refsection> +</refentry> diff --git a/modules/simulated_annealing/help/en_US/utilities/temp_law_default.xml b/modules/simulated_annealing/help/en_US/utilities/temp_law_default.xml new file mode 100755 index 000000000..69f3e7b2d --- /dev/null +++ b/modules/simulated_annealing/help/en_US/utilities/temp_law_default.xml @@ -0,0 +1,117 @@ +<?xml version="1.0" encoding="UTF-8"?> +<!-- + * Scilab ( http://www.scilab.org/ ) - This file is part of Scilab + * Copyright (C) 2008 - Yann COLLETTE <yann.collette@renault.com> + * + * This file must be used under the terms of the CeCILL. + * This source file is licensed as described in the file COPYING, which + * you should have received as part of this distribution. The terms + * are also available at + * http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt + * + --> +<refentry xmlns="http://docbook.org/ns/docbook" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:svg="http://www.w3.org/2000/svg" xmlns:ns4="http://www.w3.org/1999/xhtml" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:db="http://docbook.org/ns/docbook" xmlns:scilab="http://www.scilab.org" xml:id="temp_law_default" xml:lang="en"> + <refnamediv> + <refname>temp_law_default</refname> + <refpurpose>A SA function which computed the temperature of the next + temperature stage + </refpurpose> + </refnamediv> + <refsynopsisdiv> + <title>Calling Sequence</title> + <synopsis>T_next = temp_law_default(T,step_mean,step_var,temp_stage,n,param)</synopsis> + </refsynopsisdiv> + <refsection> + <title>Arguments</title> + <variablelist> + <varlistentry> + <term>T</term> + <listitem> + <para>the temperature applied during the last temperature + stage + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>step_mean</term> + <listitem> + <para>the mean of the objective function values computed during the + last temperature stage + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>step_var</term> + <listitem> + <para>the variance of the obejective function values computed during + the last temperature stage + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>temp_stage</term> + <listitem> + <para>the index of the current temperature stage</para> + </listitem> + </varlistentry> + <varlistentry> + <term>n</term> + <listitem> + <para>the dimension of the decision variable (the x in f(x))</para> + </listitem> + </varlistentry> + <varlistentry> + <term>param</term> + <listitem> + <para>a float between 0 and 1. Corresponds to the decrease in + temperature of the geometric law (0.9 by default) + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>T_next</term> + <listitem> + <para>the new temperature to be applied for the next temperature + stage + </para> + </listitem> + </varlistentry> + </variablelist> + </refsection> + <refsection> + <title>Description</title> + <itemizedlist> + <listitem> + <para>A SA function which computed the temperature of the next + temperature stage + </para> + </listitem> + </itemizedlist> + </refsection> + <refsection> + <title>Examples</title> + <programlisting role="example"><![CDATA[ +// This function implements the simple geometric temperature law +function T = temp_law_default(T, step_mean, step_var) + _alpha = 0.9; + T = _alpha*T; +endfunction + ]]></programlisting> + </refsection> + <refsection role="see also"> + <title>See Also</title> + <simplelist type="inline"> + <member> + <link linkend="optim_sa"> optim_sa </link> + </member> + <member> + <link linkend="compute_initial_temp"> compute_initial_temp + </link> + </member> + <member> + <link linkend="neigh_func_default"> neigh_func_default + </link> + </member> + </simplelist> + </refsection> +</refentry> diff --git a/modules/simulated_annealing/help/en_US/utilities/temp_law_fsa.xml b/modules/simulated_annealing/help/en_US/utilities/temp_law_fsa.xml new file mode 100755 index 000000000..f6c478ad3 --- /dev/null +++ b/modules/simulated_annealing/help/en_US/utilities/temp_law_fsa.xml @@ -0,0 +1,132 @@ +<?xml version="1.0" encoding="UTF-8"?> +<!-- + * Scilab ( http://www.scilab.org/ ) - This file is part of Scilab + * Copyright (C) 2008 - Yann COLLETTE <yann.collette@renault.com> + * + * This file must be used under the terms of the CeCILL. + * This source file is licensed as described in the file COPYING, which + * you should have received as part of this distribution. The terms + * are also available at + * http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt + * + --> +<refentry xmlns="http://docbook.org/ns/docbook" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:svg="http://www.w3.org/2000/svg" xmlns:ns4="http://www.w3.org/1999/xhtml" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:db="http://docbook.org/ns/docbook" xmlns:scilab="http://www.scilab.org" xml:id="temp_law_fsa" xml:lang="en"> + <refnamediv> + <refname>temp_law_fsa</refname> + <refpurpose>The Szu and Hartley Fast simulated annealing</refpurpose> + </refnamediv> + <refsynopsisdiv> + <title>Calling Sequence</title> + <synopsis>T_out = temp_law_fsa(T_in,step_mean,step_var,temp_stage,n,param)</synopsis> + </refsynopsisdiv> + <refsection> + <title>Arguments</title> + <variablelist> + <varlistentry> + <term>T_in</term> + <listitem> + <para>the temperature at the current stage</para> + </listitem> + </varlistentry> + <varlistentry> + <term>step_mean</term> + <listitem> + <para>the mean value of the objective function computed during the + current stage + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>step_var</term> + <listitem> + <para>the variance value of the objective function computed during + the current stage + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>temp_stage</term> + <listitem> + <para>the index of the current temperature stage</para> + </listitem> + </varlistentry> + <varlistentry> + <term>n</term> + <listitem> + <para>the dimension of the decision variable (the x in f(x))</para> + </listitem> + </varlistentry> + <varlistentry> + <term>param</term> + <listitem> + <para>not used for this temperature law</para> + </listitem> + </varlistentry> + <varlistentry> + <term>T_out</term> + <listitem> + <para>the temperature for the temperature stage to come</para> + </listitem> + </varlistentry> + </variablelist> + </refsection> + <refsection> + <title>Description</title> + <itemizedlist> + <listitem> + <para>This function implements the Fast simulated annealing of Szu and + Hartley. + </para> + </listitem> + </itemizedlist> + </refsection> + <refsection> + <title>Examples</title> + <programlisting role="example"><![CDATA[ +function y = rastrigin(x) + y = x(1)^2+x(2)^2-cos(12*x(1))-cos(18*x(2)); +endfunction + +x0 = [-1, -1]; +Proba_start = 0.8; +It_intern = 1000; +It_extern = 30; +It_Pre = 100; + +mprintf('SA: the FSA algorithm\n'); + +T0 = compute_initial_temp(x0, rastrigin, Proba_start, It_Pre, neigh_func_default); +mprintf('Initial temperatore T0 = %f\n', T0); + +[x_opt, f_opt, sa_mean_list, sa_var_list, temp_list] = optim_sa(x0, rastrigin, It_extern, It_intern, T0, Log = %T, temp_law_fsa, neigh_func_fsa); + +mprintf('optimal solution:\n'); disp(x_opt); +mprintf('value of the objective function = %f\n', f_opt); + +scf(); +subplot(2,1,1); +xtitle('Fast simulated annealing','Iteration','Mean / Variance'); +t = 1:length(sa_mean_list); +plot(t,sa_mean_list,'r',t,sa_var_list,'g'); +legend(['Mean','Variance']); +subplot(2,1,2); +xtitle('Temperature evolution','Iteration','Temperature'); +plot(t,temp_list,'k-'); + ]]></programlisting> + </refsection> + <refsection role="see also"> + <title>See Also</title> + <simplelist type="inline"> + <member> + <link linkend="optim_sa"> optim_sa </link> + </member> + <member> + <link linkend="temp_law_huang"> temp_law_huang </link> + </member> + <member> + <link linkend="neigh_func_default"> neigh_func_default + </link> + </member> + </simplelist> + </refsection> +</refentry> diff --git a/modules/simulated_annealing/help/en_US/utilities/temp_law_huang.xml b/modules/simulated_annealing/help/en_US/utilities/temp_law_huang.xml new file mode 100755 index 000000000..f386d23f0 --- /dev/null +++ b/modules/simulated_annealing/help/en_US/utilities/temp_law_huang.xml @@ -0,0 +1,135 @@ +<?xml version="1.0" encoding="UTF-8"?> +<!-- + * Scilab ( http://www.scilab.org/ ) - This file is part of Scilab + * Copyright (C) 2008 - Yann COLLETTE <yann.collette@renault.com> + * + * This file must be used under the terms of the CeCILL. + * This source file is licensed as described in the file COPYING, which + * you should have received as part of this distribution. The terms + * are also available at + * http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt + * + --> +<refentry xmlns="http://docbook.org/ns/docbook" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:svg="http://www.w3.org/2000/svg" xmlns:ns4="http://www.w3.org/1999/xhtml" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:db="http://docbook.org/ns/docbook" xmlns:scilab="http://www.scilab.org" xml:id="temp_law_huang" xml:lang="en"> + <refnamediv> + <refname>temp_law_huang</refname> + <refpurpose>The Huang temperature decrease law for the simulated + annealing + </refpurpose> + </refnamediv> + <refsynopsisdiv> + <title>Calling Sequence</title> + <synopsis>T_out = temp_law_huang(T_in,step_mean,step_var,temp_stage,n,param)</synopsis> + </refsynopsisdiv> + <refsection> + <title>Arguments</title> + <variablelist> + <varlistentry> + <term>T_in</term> + <listitem> + <para>the temperature at the current stage</para> + </listitem> + </varlistentry> + <varlistentry> + <term>step_mean</term> + <listitem> + <para>the mean value of the objective function computed during the + current stage + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>step_var</term> + <listitem> + <para>the variance value of the objective function computed during + the current stage + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>temp_stage</term> + <listitem> + <para>the index of the current temperature stage</para> + </listitem> + </varlistentry> + <varlistentry> + <term>n</term> + <listitem> + <para>the dimension of the decision variable (the x in f(x))</para> + </listitem> + </varlistentry> + <varlistentry> + <term>param</term> + <listitem> + <para>a float corresponding to the lambda parameter of the Huang + temperature decrease law (0.01 by default) + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>T_out</term> + <listitem> + <para>the temperature for the temperature stage to come</para> + </listitem> + </varlistentry> + </variablelist> + </refsection> + <refsection> + <title>Description</title> + <itemizedlist> + <listitem> + <para>This function implements the Huang temperature decrease law for + the simulated annealing. + </para> + </listitem> + </itemizedlist> + </refsection> + <refsection> + <title>Examples</title> + <programlisting role="example"><![CDATA[ +function y = rastrigin(x) + y = x(1)^2+x(2)^2-cos(12*x(1))-cos(18*x(2)); +endfunction + +x0 = [-1, -1]; +Proba_start = 0.8; +It_intern = 1000; +It_extern = 30; +It_Pre = 100; + +mprintf('SA: the Huang temperature decrease law\n'); + +T0 = compute_initial_temp(x0, rastrigin, Proba_start, It_Pre, neigh_func_default); +mprintf('Initial temperatore T0 = %f\n', T0); + +[x_opt, f_opt, sa_mean_list, sa_var_list, temp_list] = optim_sa(x0, rastrigin, It_extern, It_intern, T0, Log = %T, temp_law_huang, neigh_func_default); + +mprintf('optimal solution:\n'); disp(x_opt); +mprintf('value of the objective function = %f\n', f_opt); + +scf(); +subplot(2,1,1); +xtitle('Huang simulated annealing','Iteration','Mean / Variance'); +t = 1:length(sa_mean_list); +plot(t,sa_mean_list,'r',t,sa_var_list,'g'); +legend(['Mean','Variance']); +subplot(2,1,2); +xtitle('Temperature evolution','Iteration','Temperature'); +plot(t,temp_list,'k-'); + ]]></programlisting> + </refsection> + <refsection role="see also"> + <title>See Also</title> + <simplelist type="inline"> + <member> + <link linkend="optim_sa"> optim_sa </link> + </member> + <member> + <link linkend="temp_law_csa"> temp_law_csa </link> + </member> + <member> + <link linkend="neigh_func_csa"> neigh_func_csa </link> + </member> + </simplelist> + </refsection> +</refentry> diff --git a/modules/simulated_annealing/help/en_US/utilities/temp_law_vfsa.xml b/modules/simulated_annealing/help/en_US/utilities/temp_law_vfsa.xml new file mode 100755 index 000000000..43daa542a --- /dev/null +++ b/modules/simulated_annealing/help/en_US/utilities/temp_law_vfsa.xml @@ -0,0 +1,134 @@ +<?xml version="1.0" encoding="UTF-8"?> +<!-- + * Scilab ( http://www.scilab.org/ ) - This file is part of Scilab + * Copyright (C) 2008 - Yann COLLETTE <yann.collette@renault.com> + * Copyright (C) 2010 - DIGITEO - Michael Baudin + * + * This file must be used under the terms of the CeCILL. + * This source file is licensed as described in the file COPYING, which + * you should have received as part of this distribution. The terms + * are also available at + * http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt + * + --> +<refentry xmlns="http://docbook.org/ns/docbook" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:svg="http://www.w3.org/2000/svg" xmlns:ns4="http://www.w3.org/1999/xhtml" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:db="http://docbook.org/ns/docbook" xmlns:scilab="http://www.scilab.org" xml:id="temp_law_vfsa" xml:lang="en"> + <refnamediv> + <refname>temp_law_vfsa</refname> + <refpurpose>This function implements the Very Fast Simulated Annealing + from L. Ingber + </refpurpose> + </refnamediv> + <refsynopsisdiv> + <title>Calling Sequence</title> + <synopsis>T_out = temp_law_vfsa(T_in,step_mean,step_var,temp_stage,n, param)</synopsis> + </refsynopsisdiv> + <refsection> + <title>Arguments</title> + <variablelist> + <varlistentry> + <term>T_in</term> + <listitem> + <para>the temperature at the current stage</para> + </listitem> + </varlistentry> + <varlistentry> + <term>step_mean</term> + <listitem> + <para>the mean value of the objective function computed during the + current stage + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>step_var</term> + <listitem> + <para>the variance value of the objective function computed during + the current stage + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>temp_stage</term> + <listitem> + <para>the index of the current temperature stage</para> + </listitem> + </varlistentry> + <varlistentry> + <term>n</term> + <listitem> + <para>the dimension of the decision variable (the x in f(x))</para> + </listitem> + </varlistentry> + <varlistentry> + <term>param</term> + <listitem> + <para>a float: the 'c' parameter of the VFSA method (0.01 by + default) + </para> + </listitem> + </varlistentry> + <varlistentry> + <term>T_out</term> + <listitem> + <para>the temperature for the temperature stage to come</para> + </listitem> + </varlistentry> + </variablelist> + </refsection> + <refsection> + <title>Description</title> + <para>This function implements the Very Fast Simulated Annealing from + L. Ingber. + </para> + </refsection> + <refsection> + <title>Examples</title> + <programlisting role="example"><![CDATA[ +function y = rastrigin(x) + y = x(1)^2+x(2)^2-cos(12*x(1))-cos(18*x(2)); +endfunction + +x0 = [-1, -1]; +Proba_start = 0.8; +It_intern = 1000; +It_extern = 30; +It_Pre = 100; + +mprintf('SA: the VFSA algorithm\n'); + +T0 = compute_initial_temp(x0, rastrigin, Proba_start, It_Pre, neigh_func_default); +mprintf('Initial temperatore T0 = %f\n', T0); + +Log = %T; +[x_opt, f_opt, sa_mean_list, sa_var_list, temp_list] = optim_sa(x0, rastrigin, It_extern, It_intern, T0, Log); + +mprintf('optimal solution:\n'); disp(x_opt); +mprintf('value of the objective function = %f\n', f_opt); + +scf(); +subplot(2,1,1); +xtitle('VFSA simulated annealing','Iteration','Mean / Variance'); +t = 1:length(sa_mean_list); +plot(t,sa_mean_list,'r',t,sa_var_list,'g'); +legend(['Mean','Variance']); +subplot(2,1,2); +xtitle('Temperature evolution','Iteration','Temperature'); +plot(t,temp_list,'k-'); + ]]></programlisting> + </refsection> + <refsection role="see also"> + <title>See Also</title> + <simplelist type="inline"> + <member> + <link linkend="optim_sa"> optim_sa </link> + </member> + <member> + <link linkend="neigh_func_vfsa"> neigh_func_vfsa + </link> + </member> + <member> + <link linkend="temp_law_huang"> temp_law_huang </link> + </member> + </simplelist> + </refsection> +</refentry> diff --git a/modules/simulated_annealing/help/fr_FR/addchapter.sce b/modules/simulated_annealing/help/fr_FR/addchapter.sce new file mode 100755 index 000000000..4082c65c1 --- /dev/null +++ b/modules/simulated_annealing/help/fr_FR/addchapter.sce @@ -0,0 +1,11 @@ +// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab +// Copyright (C) 2009 - DIGITEO +// +// This file must be used under the terms of the CeCILL. +// This source file is licensed as described in the file COPYING, which +// you should have received as part of this distribution. The terms +// are also available at +// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt + +add_help_chapter("Simulated Annealing",SCI+"/modules/simulated_annealing/help/fr_FR",%T); + diff --git a/modules/simulated_annealing/help/ja_JP/addchapter.sce b/modules/simulated_annealing/help/ja_JP/addchapter.sce new file mode 100755 index 000000000..f956980db --- /dev/null +++ b/modules/simulated_annealing/help/ja_JP/addchapter.sce @@ -0,0 +1,11 @@ +// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab +// Copyright (C) 2009 - DIGITEO +// +// This file must be used under the terms of the CeCILL. +// This source file is licensed as described in the file COPYING, which +// you should have received as part of this distribution. The terms +// are also available at +// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt + +add_help_chapter("Simulated Annealing",SCI+"/modules/simulated_annealing/help/ja_JP",%T); + diff --git a/modules/simulated_annealing/help/pt_BR/addchapter.sce b/modules/simulated_annealing/help/pt_BR/addchapter.sce new file mode 100755 index 000000000..21e07bf6f --- /dev/null +++ b/modules/simulated_annealing/help/pt_BR/addchapter.sce @@ -0,0 +1,11 @@ +// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab +// Copyright (C) 2009 - DIGITEO +// +// This file must be used under the terms of the CeCILL. +// This source file is licensed as described in the file COPYING, which +// you should have received as part of this distribution. The terms +// are also available at +// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt + +add_help_chapter("Arrefecimento Simulado",SCI+"/modules/simulated_annealing/help/pt_BR",%T); + diff --git a/modules/simulated_annealing/help/ru_RU/addchapter.sce b/modules/simulated_annealing/help/ru_RU/addchapter.sce new file mode 100755 index 000000000..3deb772a4 --- /dev/null +++ b/modules/simulated_annealing/help/ru_RU/addchapter.sce @@ -0,0 +1,11 @@ +// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab +// Copyright (C) 2009 - DIGITEO +// +// This file must be used under the terms of the CeCILL. +// This source file is licensed as described in the file COPYING, which +// you should have received as part of this distribution. The terms +// are also available at +// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt + +add_help_chapter("Simulated Annealing",SCI+"/modules/simulated_annealing/help/ru_RU",%T); + |