NumOptSimmAnnContinuousBC - Simulated Annealing for continuous optimisation implementation class.

Developer Documentation

Centre for Vision, Speech & Signal Processing

Comments:
This is the implementation class of the Simulated Annealing optimiser for continuous spaces. Please refer to Section 10.9 of Numerical Recipes in C for description.

Parent Classes:

NumOptimiseBC

Variables:

UIntT _iterations;
RealT Tau;
RealT minTemp;
RealT ftol;
int idum;

Methods:

NumOptSimmAnnContinuousBC(UIntT iterations,RealT Tau,RealT minTemp,RealT ftol)

Constructor

iterations	maximum number of iterations to be used at each temperature
Tau	constant
minTemp	the minimum temperature to be used during the annealing schedule
ftol	the accepted tolerance for early exit

NumOptSimmAnnContinuousBC(istream & in)

Constructs from stream

NumOptSimmAnnContinuousBC(const NumOptSimmAnnContinuousBC & oth)

Copy constructor

BodyRefCounterVC & Copy() const

Makes a deep copy and is virtual

VectorC GetRandomX(const VectorC & X,const VectorC & minX,const VectorC & maxX) const

return a random vector

VectorC MinimalX(const NumCostC & domain)

Determines Xmin=arg min_{X} |f(X)-Yd|

const StringC GetInfo() const

Prints information about the optimiser

BooleanT Save(ostream & out) const

Writes object to stream, can be loaded using constructor

RealT ExtrapolateAndReplace(RealT fac,const NumCostC & domain,SimplexC & simplex,RealT tt,VectorC & pbest,RealT & ybest)

Extrapolates by a factor 'fac' through the face of the simplex across from the high point; replace the high point if the new point is better.

void MultiContractAndReplace(const NumCostC & domain,SimplexC & simplex) const

Contract around the best point; update the simplex

void SetInitialValues(const NumCostC & domain,SimplexC & simplex) const

Calculate and set the cost of each vertex in the simplex.

void RandomizeSimplex(SimplexC & simplex,RealT temp)

Add a thermal random fluctuation to the values in the simplex

#include "amma/Num/NumOptimiseB.hh"

BodyRefCounterVC & Copy() const: Makes a deep copy and is virtual
As the copy constructor but is virtual so can be called from a base class reference.
VectorC MinimalX(const NumCostC & domain): Determines Xmin=arg min_{X} domain(X)
A minimisation algorithm must be provided for each derived optimisation algorithm. It is not necessary to provide one for maximisation since that is achieved using a cost function inverter as described in the next member function.
VectorC MaximalX(const NumCostC & domain): Determines Xmax=arg max_{X} domain(X)
This is calculated using MinimalX and inverting the cost function using NumCostInvertC.
const StringC GetInfo() const: Prints derived class information
const StringC GetName() const: Derived class type
BooleanT Save(ostream & out) const: Writes object to stream, can be loaded using constructor

#include "amma/BRefCntV.hh"

BodyRefCounterVC & Copy() const: Creat a copy of this object.
BooleanT operator==(const BodyRefCounterVC & oth) const: Compair identitys.
BooleanT operator!=(const BodyRefCounterVC & oth) const: Compair identitys.
BooleanT Save(ostream & out) const: Save to ostream.

#include "amma/BRefCnt.hh"

void AddReference(): Another reference to the object has been created.
void RemoveReference(): One reference to the object was deleted.
Locking scheme -------------- The object is possible to lock (to make constant). The scheme assumes that the object is created, it can be locked, after that it can only be destroyed. The locked object cannot be unlocked. This locking scheme is very useful during debugging, using assert() function, when it is necassary to check that object is treated as constant and the constancy is not violated by any casting or passing through the copy constructor of shared objects.
void SetConst(void) const: This locks the object.
Often objects you wish to lock are already const.
void SetConst(void): This locks the object.
BooleanT IsConst(void) const: Returns TRUE if the object is locked, ie. it is assumed to be constant.
BooleanT IsNotConst(void) const: Returns TRUE if the object is unlocked.
ie. there is no special information if the object is constant or not. Counter state information -------------------------
BooleanT ToBeDeleted() const: Returns TRUE if there is only one reference to the object and the whole object or its reference counting part can be deleted.
BooleanT ToBeDeletedRemoveIgnoreNoRemove(): Decrement refrence by 1 return true if this leaves no refrences to the object.
BooleanT ToBeDeletedRemove(): Decrement refrence by 1 return true if this leaves no refrences to the object. This also checks the NoRemove flag.
BooleanT BodyMightBeDeleted() const: Returns TRUE if the reference counted part of the object can be deleted, ie. flag NOREMOVE is false .
BooleanT IsCountZero() const: Are there any refrences left ?
BooleanT BRCPtrCanDeleteObject() const: Used by BRRCPtrC to establish if an object has ZERO refrences and can be deleted.
IntT Count() const: Returns the current state of the counter, ie. how many references to this object exist.
const BodyRefCounterC & operator=(const BodyRefCounterC & b): It has not meaning to assign object 'b' to this object because it would destroy a history of the object which is counted. So this is a dummy function.
BooleanT IsValidObject() const: Test if object is valid.
When amma check is disabled this always returns true.
BooleanT UserBitTest(IntT x) const: Test user flag.
void UserBitSet(IntT x,BooleanT setit = TRUE): Test user flag.
void UserBitZero(IntT x): Set bit to zero.
void ReportBRCError(char * Msg): Report error, used in BRCPtrC.
UIntT Hash() const: Hash on address of object.
void SetUndeletable(): Make object undeletable.
Usefull to prevent recursive deleting in graph structures. Only hackers need this function.
void ReportInvalidObject(char * Msg = 0) const: Tell user about validation failure.

#include "amma/RefCBase.hh"

LabelT Label() const: Returns the label of this reference counter.
The member function is useful mainly to recognize objects during debugging. The value of the label is uniquely defined pointer.

Programmer:Ratna Rambaruth, Documentation by CxxDoc: Tue Mar 20 10:49:27 2001

NumOptSimmAnnContinuousBC

Simulated Annealing for continuous optimisation implementation class.

include	"amma/Num/NumOptSimmAnnContinuous.hh"
User Level:	Default
Library:	NumOptimise
Example:	testNumOptimise.cc
Section:	Optimisation Numerical Methods.Optimisation
In Scope:	std