Find initial temperature for simulated annealing. More...

Public Member Functions
real(dp) function	gettemperature_dp (eval, cost, paraset, acc_goal, prange, prange_func, samplesize, maskpara, seeds, printflag, weight, maxit, undef_funcval)

Detailed Description

Find initial temperature for simulated annealing.

Determines an initial temperature for Simulated Annealing achieving certain acceptance ratio.

Example

User defined function 'cost_dp' which calculates the cost function value for a parameter set (the interface given below has to be used for this function!).

para = (/ 1.0_dp , 2.0_dp /)
acc_goal   = 0.95_dp
prange(1,:) = (/ 0.0_dp, 10.0_dp /)
prange(2,:) = (/ 0.0_dp, 50.0_dp /)
 
temp = gettemperature(para, cost_dp, acc_goal, prange)

See also test folder for a detailed example, "pf_tests/test_mo_anneal".

Literature

Walid Ben-Ameur. Compututing the Initial Temperature of Simulated Annealing. Comput. Opt. and App. (2004).

Parameters

[in]	real(dp), dimension(:) :: paraset	Initial (valid) parameter set.
[in]	INTERFACE :: eval	Interface calculating the eval function at a given point.
[in]	INTERFACE :: cost	Interface calculating the cost function at a given point.
[in]	INTERFACE :: prange_func	Interface for functional ranges.
[in]	real(dp) :: acc_goal	Acceptance Ratio which has to be achieved.
[in]	real(dp), dimension(size(para),2), optional :: prange	Lower and upper bound per parameter.
[in]	INTERFACE, optional :: prange_func	Interface calculating the feasible range for a parameter at a certain point, if ranges are variable.
[in]	integer(i4), optional :: samplesize	Number of iterations the estimation of temperature is based on. DEFAULT: Max(20_i4*n,250_i4)
[in]	logical, dimension(size(para)), optional :: maskpara	maskpara(i) = .true. --> parameter is optimized. maskpara(i) = .false. --> parameter is discarded from optimiztaion. DEFAULT: .true. .
[in]	INTEGER(I4/I8), dimension(2), optional :: seeds	Seeds of random numbers used for random parameter set generation. DEFAULT: dependent on current time.
[in]	logical, optional :: printflag	If .true. detailed command line output is written. DEFAULT: .false. .
[in]	real(dp), dimension(size(para,1)), optional :: weight	Vector of weights per parameter. Gives the frequency of parameter to be chosen for optimization (will be scaled to a CDF internally). eg. [1,2,1] --> parameter 2 is chosen twice as often as parameter 1 and 2. DEFAULT: weight = 1.0_dp.
[in]	logical, optional :: maxit	Minimizing (.false.) or maximizing (.true.) a function. DEFAULT: .false. (minimization).
[in]	real(dp), optional :: undef_funcval	Objective function value defining invalid model output, e.g. -999.0_dp.

Return values

real(dp) :: temperature Temperature achieving a certain acceptance ratio in Simulated Annealing.

Note

Either fixed parameter range (prange) OR flexible parameter range (function interface prange_func) has to be given in calling sequence.
Only double precision version available.
If single precision is needed not only dp has to be replaced by sp but also i8 of save_state (random number variables) has to be replaced by i4.
ParaChangeMode > 1 is not applied in GetTemperature.
For Temperature estimation always only one single parameter is changed (ParaChangeMode=1) which should give theoretically always the best estimate.
cost_dp and prange_func are user defined functions. See interface definition.

Author: Juliane Mai

Date: May 2012

Definition at line 275 of file mo_anneal.f90.

Member Function/Subroutine Documentation

◆ gettemperature_dp()

real(dp) function mo_anneal::gettemperature::gettemperature_dp	(	procedure(eval_interface), intent(in), pointer	eval,
		procedure(objective_interface), intent(in), pointer	cost,
		real(dp), dimension(:), intent(in)	paraset,
		real(dp), intent(in)	acc_goal,
		real(dp), dimension(size(paraset, 1), 2), intent(in), optional	prange,
		external subroutine(real(dp), dimension(:), intent(in) paraset, integer(i4), intent(in) ipar, real(dp), dimension(2), intent(out) rangepar), optional	prange_func,
		integer(i4), intent(in), optional	samplesize,
		logical, dimension(size(paraset, 1)), intent(in), optional	maskpara,
		integer(i8), dimension(2), intent(in), optional	seeds,
		logical, intent(in), optional	printflag,
		real(dp), dimension(size(paraset, 1)), intent(in), optional	weight,
		logical, intent(in), optional	maxit,
		real(dp), intent(in), optional	undef_funcval
	)

Parameters

[in]	paraset	a valid parameter set of the model
[in]	acc_goal	acceptance ratio to achieve
[in]	prange	lower and upper limit per parameter
[in]	samplesize	size of random set the acc_estimate is based on. DEFAULT: Max(250, 20*Number paras)
[in]	maskpara	true if parameter will be optimized. false if parameter is discarded in optimization. DEFAULT: .true.
[in]	seeds	Seeds of random numbers. DEFAULT: time dependent.
[in]	printflag	.true. if detailed temperature estimation is printed. DEFAULT: .false.
[in]	weight	vector of weights per parameter gives the frequency of parameter to be chosen for optimization. DEFAULT: equal weighting
[in]	maxit	Maxim. or minim. of function maximization = .true., minimization = .false. . DEFAULT: .false.
[in]	undef_funcval	objective function value occuring if parameter set leads to invalid model results, e.g. -999.0_dp. DEFAULT: not present

Definition at line 991 of file mo_anneal.f90.

References mo_kind::dp, mo_anneal::gettemperature_dp(), mo_kind::i4, and mo_kind::i8.

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The documentation for this interface was generated from the following file:

src/mo_anneal.f90

Public Member Functions

Detailed Description

Member Function/Subroutine Documentation

◆ gettemperature_dp()