Hi,
I am finding strange behavior in the simulated annealing package. I
have modified the trivial example so that the state space can be
represented as a structure, rather than a single double value. This
is crucial for me as I need to pass my objective function that i am
trying to minimize several different parameters of different types.
This works fine for the trivial structure of one element. However, as
soon as I add another element to the structure _ahead_ of the element
I am varying to minimize my objective function, the routine fails. It
prints out a fixed and meaningless value in place of the variable I am
trying to minimize. If the structure is defined in the other order,
this does not happen.
I've attached the code. I have no idea why I get this behavior. If
anyone has an example function that calls the simulated annealing
package using a statespace that is not a single value or array, I'd
appreciate it too. Thanks for your insights,
Carl
--
Carl Boettiger
Population Biology, UC Davis
http://two.ucdavis.edu/~cboettig
#include <math.h>
#include <stdlib.h>
#include <string.h>
#include <gsl/gsl_siman.h>
/* set up parameters for this simulated annealing run */
/* how many points do we try before stepping */
#define N_TRIES 200
/* how many iterations for each T? */
#define ITERS_FIXED_T 1000
/* max step size in random walk */
#define STEP_SIZE 2.0
/* Boltzmann constant */
#define K 1.0
/* initial temperature */
#define T_INITIAL 0.008
/* damping factor for temperature */
#define MU_T 1.003
#define T_MIN 2.0e-6
/* Globally declare an array */
gsl_siman_params_t params
= {N_TRIES, ITERS_FIXED_T, STEP_SIZE,
K, T_INITIAL, MU_T, T_MIN};
/* This is the structure definition. If int b is commmented out or placed after double x, everything appears ok.*/
typedef struct {
int b;
double x;
} STR;
/* Error Function -- This is the energy landscape */
double E1(void *xp)
{
double x = ((STR *) xp)->x;
return exp(-pow((x-1.0),2.0))*sin(8*x);
}
/* Distance function */
double M1(void *xp, void *yp)
{
double x = ((STR *) xp)->x;
double y = ((STR *) yp)->x;
// return fabs(x - y);
return pow( x-y, 2);
}
void S1(const gsl_rng * r, void *xp, double step_size)
{
STR old_x = *((STR *) xp);
double u = gsl_rng_uniform(r);
old_x.x = u * 2 * step_size - step_size + old_x.x;
memcpy(xp, &old_x, sizeof(old_x));
}
void P1(void *xp)
{
printf ("%12g", ((STR *) xp)->x);
}
int
main(int argc, char *argv[])
{
const gsl_rng_type * T;
gsl_rng * r;
STR x_initial;
x_initial.x = 10;
gsl_rng_env_setup();
T = gsl_rng_default;
r = gsl_rng_alloc(T);
gsl_siman_solve(r, &x_initial, E1, S1, M1, P1,
NULL, NULL, NULL,
sizeof(double), params);
gsl_rng_free (r);
return 0;
}
/*
Run using:
./siman_test | awk '!/^#/ {print $1, $4}' | graph -y 1.34 1.4 -W0 -X generation -Y position | plot -Tps > siman-test.eps
./siman_test | awk '!/^#/ {print $1, $5}' | graph -y -0.88 -0.83 -W0 -X generation -Y energy | plot -Tps > siman-energy.eps
*/
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