sa.hpp

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#ifndef MLPACK_CORE_OPTIMIZERS_SA_SA_HPP
#define MLPACK_CORE_OPTIMIZERS_SA_SA_HPP

#include <mlpack/prereqs.hpp>

#include "exponential_schedule.hpp"

namespace mlpack {
namespace optimization {

template<typename CoolingScheduleType = ExponentialSchedule>
class SA
{
 public:
  SA(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);

  template<typename FunctionType>
  double Optimize(FunctionType& function, arma::mat& iterate);

  double Temperature() const { return temperature; }
  double& Temperature() { return temperature; }

  size_t InitMoves() const { return initMoves; }
  size_t& InitMoves() { return initMoves; }

  size_t MoveCtrlSweep() const { return moveCtrlSweep; }
  size_t& MoveCtrlSweep() { return moveCtrlSweep; }

  double Tolerance() const { return tolerance; }
  double& Tolerance() { return tolerance; }

  size_t MaxToleranceSweep() const { return maxToleranceSweep; }
  size_t& MaxToleranceSweep() { return maxToleranceSweep; }

  double Gain() const { return gain; }
  double& Gain() { return gain; }

  size_t MaxIterations() const { return maxIterations; }
  size_t& MaxIterations() { return maxIterations; }

 private:
  CoolingScheduleType& coolingSchedule;
  size_t maxIterations;
  double temperature;
  size_t initMoves;
  size_t moveCtrlSweep;
  double tolerance;
  size_t maxToleranceSweep;
  double maxMoveCoef;
  double initMoveCoef;
  double gain;

  template<typename FunctionType>
  void GenerateMove(FunctionType& function,
                    arma::mat& iterate,
                    arma::mat& accept,
                    arma::mat& moveSize,
                    double& energy,
                    size_t& idx,
                    size_t& sweepCounter);

  void MoveControl(const size_t nMoves, arma::mat& accept, arma::mat& moveSize);
};

} // namespace optimization
} // namespace mlpack

#include "sa_impl.hpp"

#endif