use rand::Rng as _;
use crate::core::candidate::Candidate;
use crate::core::objective::Direction;
use crate::core::population::Population;
use crate::core::problem::Problem;
use crate::core::result::OptimizationResult;
use crate::core::rng::rng_from_seed;
use crate::traits::{Initializer, Optimizer, Variation};
#[derive(Debug, Clone)]
pub struct SimulatedAnnealingConfig {
pub iterations: usize,
pub initial_temperature: f64,
pub final_temperature: f64,
pub seed: u64,
}
impl Default for SimulatedAnnealingConfig {
fn default() -> Self {
Self {
iterations: 5_000,
initial_temperature: 1.0,
final_temperature: 1e-3,
seed: 42,
}
}
}
#[derive(Debug, Clone)]
pub struct SimulatedAnnealing<I, V> {
pub config: SimulatedAnnealingConfig,
pub initializer: I,
pub variation: V,
}
impl<I, V> SimulatedAnnealing<I, V> {
pub fn new(config: SimulatedAnnealingConfig, initializer: I, variation: V) -> Self {
Self {
config,
initializer,
variation,
}
}
}
impl<P, I, V> Optimizer<P> for SimulatedAnnealing<I, V>
where
P: Problem + Sync,
P::Decision: Send,
I: Initializer<P::Decision>,
V: Variation<P::Decision>,
{
fn run(&mut self, problem: &P) -> OptimizationResult<P::Decision> {
let objectives = problem.objectives();
assert!(
objectives.is_single_objective(),
"SimulatedAnnealing requires exactly one objective",
);
assert!(
self.config.initial_temperature > 0.0,
"SimulatedAnnealing initial_temperature must be positive",
);
assert!(
self.config.final_temperature > 0.0,
"SimulatedAnnealing final_temperature must be positive",
);
assert!(
self.config.final_temperature <= self.config.initial_temperature,
"SimulatedAnnealing final_temperature must be <= initial_temperature",
);
let direction = objectives.objectives[0].direction;
let mut rng = rng_from_seed(self.config.seed);
let mut initial = self.initializer.initialize(1, &mut rng);
assert!(
!initial.is_empty(),
"SimulatedAnnealing initializer returned no decisions",
);
let mut current_decision = initial.remove(0);
let mut current_eval = problem.evaluate(¤t_decision);
let mut best_decision = current_decision.clone();
let mut best_eval = current_eval.clone();
let mut evaluations = 1usize;
let cooling = if self.config.iterations <= 1 {
1.0
} else {
(self.config.final_temperature / self.config.initial_temperature)
.powf(1.0 / (self.config.iterations as f64 - 1.0))
};
let mut temperature = self.config.initial_temperature;
for _ in 0..self.config.iterations {
let parents = vec![current_decision.clone()];
let children = self.variation.vary(&parents, &mut rng);
assert!(
!children.is_empty(),
"SimulatedAnnealing variation returned no children"
);
let child_decision = children.into_iter().next().unwrap();
let child_eval = problem.evaluate(&child_decision);
evaluations += 1;
let accept = match (child_eval.is_feasible(), current_eval.is_feasible()) {
(true, false) => true,
(false, true) => false,
(false, false) => {
child_eval.constraint_violation <= current_eval.constraint_violation
}
(true, true) => {
let delta = match direction {
Direction::Minimize => {
child_eval.objectives[0] - current_eval.objectives[0]
}
Direction::Maximize => {
current_eval.objectives[0] - child_eval.objectives[0]
}
};
if delta <= 0.0 {
true
} else {
let prob = (-delta / temperature).exp();
rng.random::<f64>() < prob
}
}
};
if accept {
current_decision = child_decision;
current_eval = child_eval;
if better_than(¤t_eval, &best_eval, direction) {
best_decision = current_decision.clone();
best_eval = current_eval.clone();
}
}
temperature *= cooling;
}
let best = Candidate::new(best_decision, best_eval);
let population = Population::new(vec![best.clone()]);
let front = vec![best.clone()];
OptimizationResult::new(
population,
front,
Some(best),
evaluations,
self.config.iterations,
)
}
}
fn better_than(
a: &crate::core::evaluation::Evaluation,
b: &crate::core::evaluation::Evaluation,
direction: Direction,
) -> bool {
match (a.is_feasible(), b.is_feasible()) {
(true, false) => true,
(false, true) => false,
(false, false) => a.constraint_violation < b.constraint_violation,
(true, true) => match direction {
Direction::Minimize => a.objectives[0] < b.objectives[0],
Direction::Maximize => a.objectives[0] > b.objectives[0],
},
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::operators::{GaussianMutation, RealBounds};
use crate::tests_support::{SchafferN1, Sphere1D};
fn make_optimizer(seed: u64) -> SimulatedAnnealing<RealBounds, GaussianMutation> {
SimulatedAnnealing::new(
SimulatedAnnealingConfig {
iterations: 2_000,
initial_temperature: 1.0,
final_temperature: 1e-4,
seed,
},
RealBounds::new(vec![(-5.0, 5.0)]),
GaussianMutation { sigma: 0.3 },
)
}
#[test]
fn finds_minimum_of_sphere() {
let mut opt = make_optimizer(1);
let r = opt.run(&Sphere1D);
let best = r.best.unwrap();
assert!(
best.evaluation.objectives[0] < 1e-2,
"got f = {}",
best.evaluation.objectives[0],
);
}
#[test]
fn deterministic_with_same_seed() {
let mut a = make_optimizer(99);
let mut b = make_optimizer(99);
let ra = a.run(&Sphere1D);
let rb = b.run(&Sphere1D);
assert_eq!(
ra.best.unwrap().evaluation.objectives,
rb.best.unwrap().evaluation.objectives,
);
}
#[test]
#[should_panic(expected = "exactly one objective")]
fn multi_objective_panics() {
let mut opt = make_optimizer(0);
let _ = opt.run(&SchafferN1);
}
#[test]
#[should_panic(expected = "initial_temperature must be positive")]
fn zero_initial_temperature_panics() {
let mut opt = SimulatedAnnealing::new(
SimulatedAnnealingConfig {
iterations: 10,
initial_temperature: 0.0,
final_temperature: 1e-3,
seed: 0,
},
RealBounds::new(vec![(-1.0, 1.0)]),
GaussianMutation { sigma: 0.1 },
);
let _ = opt.run(&Sphere1D);
}
}