Class GeneralizedSimulatedAnnealingMinimizer

    • Field Detail

      • DEFAULT_QV

        public static final double DEFAULT_QV
        the default visiting parameter
        See Also:
        Constant Field Values
      • DEFAULT_QA

        public static final double DEFAULT_QA
        the default acceptance parameter
        See Also:
        Constant Field Values
      • DEFAULT_INITIAL_TEMPERATURE

        public static final double DEFAULT_INITIAL_TEMPERATURE
        the default initial temperature
        See Also:
        Constant Field Values
    • Constructor Detail

      • GeneralizedSimulatedAnnealingMinimizer

        public GeneralizedSimulatedAnnealingMinimizer​(int dim,
                                                      double initialTemperature,
                                                      double qv,
                                                      double qa,
                                                      StopCondition stopCondition,
                                                      RandomLongGenerator uniform)
        Constructs a new instance of the Generalized Simulated Annealing minimizer. \((q_v, q_a)\) are known as the visiting and acceptance parameters respectively. Important special cases are:
        • \(q_a = 1\), which recovers the Metropolis acceptance probability
        • \(q_v = 1\), which recovers a Gaussian search, thus \((1, 1)\) recovers the classical Simulated Annealing
        • \(q_v = 2\), which recovers a Cauchy distribution search, thus \((2, 1)\) recovers Fast Simulated Annealing
        Tsallis and Stariolo recommend using \((2.7, -5.0)\) for best performance.
        Parameters:
        dim - the dimension of the problem
        initialTemperature - the initial temperature
        qv - the visiting parameter
        qa - the acceptance parameter
        stopCondition - the StopCondition
        uniform - the random number generator that is to be used
      • GeneralizedSimulatedAnnealingMinimizer

        public 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.
        Parameters:
        dim - the dimension of the problem
        initialTemperature - the initial temperature
        stopCondition - the StopCondition
        uniform - the random number generator that is to be used
      • GeneralizedSimulatedAnnealingMinimizer

        public GeneralizedSimulatedAnnealingMinimizer​(int dim,
                                                      StopCondition stopCondition)
        Constructs a new instance of the Generalized Simulated Annealing minimizer. If you require repeatable results, consider using one of the other constructors that accepts a RandomLongGenerator.
        Parameters:
        dim - the dimension of the problem
        stopCondition - the StopCondition