public class GeneralizedSimulatedAnnealingMinimizer extends SimulatedAnnealingMinimizer
SimulatedAnnealingMinimizer
(SA). It
improves upon the performance of the classical SA algorithm (CSA) and later proposes a Fast SA
algorithm as a special case.
Whilst this version of SA is known to find the global minimum in a great number of cases, the
temperature decreases relatively slowly towards the end. You may consider augmenting this method
with a final hill climbing search if you require a high precision.
The R equivalent function is GenSA
.Modifier and Type | Field and Description |
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static double |
DEFAULT_INITIAL_TEMPERATURE
the default initial temperature
|
static double |
DEFAULT_QA
the default acceptance parameter
|
static double |
DEFAULT_QV
the default visiting parameter
|
Constructor and Description |
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GeneralizedSimulatedAnnealingMinimizer(int dim,
double initialTemperature,
double qv,
double qa,
StopCondition stopCondition,
RandomLongGenerator uniform)
Constructs a new instance of the Generalized Simulated Annealing minimizer.
|
GeneralizedSimulatedAnnealingMinimizer(int dim,
double initialTemperature,
StopCondition stopCondition,
RandomLongGenerator uniform)
Constructs a new instance of the Generalized Simulated Annealing minimizer with the
recommended visiting and acceptance parameter.
|
GeneralizedSimulatedAnnealingMinimizer(int dim,
StopCondition stopCondition)
Constructs a new instance of the Generalized Simulated Annealing minimizer.
|
public static final double DEFAULT_QV
public static final double DEFAULT_QA
public static final double DEFAULT_INITIAL_TEMPERATURE
public GeneralizedSimulatedAnnealingMinimizer(int dim, double initialTemperature, double qv, double qa, StopCondition stopCondition, RandomLongGenerator uniform)
dim
- the dimension of the probleminitialTemperature
- the initial temperatureqv
- the visiting parameterqa
- the acceptance parameterstopCondition
- the StopConditionuniform
- the random number generator that is to be usedpublic GeneralizedSimulatedAnnealingMinimizer(int dim, double initialTemperature, StopCondition stopCondition, RandomLongGenerator uniform)
dim
- the dimension of the probleminitialTemperature
- the initial temperaturestopCondition
- the StopConditionuniform
- the random number generator that is to be usedpublic GeneralizedSimulatedAnnealingMinimizer(int dim, StopCondition stopCondition)
dim
- the dimension of the problemstopCondition
- the StopConditionCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.