mo_anneal.f90 File Reference

Anneal optimization of cost function. More...

Go to the source code of this file.

Data Types
interface	mo_anneal::anneal
	Optimize cost function with simulated annealing. More...
interface	mo_anneal::gettemperature
	Find initial temperature for simulated annealing. More...
interface	mo_anneal::generate_neighborhood_weight

Modules
module	mo_anneal
	Anneal optimization of cost function.

Functions/Subroutines
real(dp) function, dimension(size(para, 1))	mo_anneal::anneal_dp (eval, cost, para, prange, prange_func, temp, dt, nitermax, len, nst, eps, acc, seeds, printflag, maskpara, weight, changeparamode, reflectionflag, pertubflexflag, maxit, undef_funcval, tmp_file, funcbest, history)
real(dp) function	mo_anneal::gettemperature_dp (eval, cost, paraset, acc_goal, prange, prange_func, samplesize, maskpara, seeds, printflag, weight, maxit, undef_funcval)
real(dp) function	mo_anneal::pargen_anneal_dp (old, dmax, omin, omax, rn)
real(dp) function	mo_anneal::pargen_dds_dp (old, perturb, omin, omax, rn)
real(dp) function	mo_anneal::dchange_dp (delta, idigit, iszero)
subroutine	mo_anneal::generate_neighborhood_weight_dp (truepara, cum_weight, save_state_xor, itotalcounter, nitermax, neighborhood)

Detailed Description

Anneal optimization of cost function.

Minimization of cost function and temperature finding of minima.

Changelog

• Juliane Mai, Mar 2012
  • module implementation
• Juliane Mai, May 2012
  • anneal: sp version
• Juliane Mai, May 2012
  • anneal: documentation
• Juliane Mai, May 2012
  • GetTemperature: sp and dp version
• Juliane Mai, Jun 2012
  • weighted parameter selection
• Juliane Mai, Aug 2012
  • function anneal instead of subroutine
  • using new module get_timeseed as default for seeding
  • new optional for minimization or maximization
  • fixed parameter ranges possible instead of interface range
• Juliane Mai, Nov 2012
  • history of achieved objective function values as optional out only in anneal but not anneal_valid
• Juliane Mai, Jan 2013
  • including DDS features in anneal, i.e. reflection at parameter boundaries, different parameter selection modes (one, all, neighborhood), and different parameter pertubation modes (flexible r=dR (anneal version) or constant r=0.2 (dds version))
  • remove sp versions
  • fixed and flexible parameter ranges are now in one function using optional arguments
  • undef_funcval instead of anneal_valid function
• Juliane Mai, Feb 2013
  • xor4096 optionals combined in save_state
• Arya Prasetya, Dec 2021
  • doxygen documentation anneal and get_temperature

Author

Juliane Mai

Date

Mar 2012

Copyright

Copyright 2005-2024, the CHS Developers, Sabine Attinger: All rights reserved. FORCES is released under the LGPLv3+ license

The UFZ (CHS) FORCES code is free software. You can redistribute it and/or modify it under the terms of the GNU General Public License as published by the free Software Foundation either version 3 of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You received a copy of the GNU Lesser General Public License along with the UFZ CHS FORCES code. It can be found in the files COPYING and COPYING.LESSER provided with this software. The complete GNU license text can also be found at http://www.gnu.org/licenses/.

Definition in file mo_anneal.f90.