use numr::dtype::DType;
use numr::error::Result;
use numr::ops::{CompareOps, RandomOps, ScalarOps, TensorOps};
use numr::runtime::{Runtime, RuntimeClient};
use numr::tensor::Tensor;
use crate::optimize::error::{OptimizeError, OptimizeResult};
use crate::optimize::global::GlobalOptions;
use super::{clamp_to_bounds, validate_bounds};
#[derive(Debug, Clone)]
pub struct SimulatedAnnealingTensorResult<R: Runtime<DType = DType>> {
pub x: Tensor<R>,
pub fun: f64,
pub iterations: usize,
pub nfev: usize,
pub converged: bool,
}
pub fn simulated_annealing_impl<R, C, F>(
client: &C,
f: F,
lower_bounds: &Tensor<R>,
upper_bounds: &Tensor<R>,
options: &GlobalOptions,
) -> OptimizeResult<SimulatedAnnealingTensorResult<R>>
where
R: Runtime<DType = DType>,
C: TensorOps<R> + ScalarOps<R> + CompareOps<R> + RandomOps<R> + RuntimeClient<R>,
F: Fn(&Tensor<R>) -> Result<f64>,
{
let shape = lower_bounds.shape();
let n = shape[0];
if n == 0 {
return Err(OptimizeError::InvalidInput {
context: "simulated_annealing: empty bounds".to_string(),
});
}
validate_bounds(client, lower_bounds, upper_bounds)?;
let bounds_range =
client
.sub(upper_bounds, lower_bounds)
.map_err(|e| OptimizeError::NumericalError {
message: format!("simulated_annealing: bounds range - {}", e),
})?;
let rand_init = client
.rand(&[n], DType::F64)
.map_err(|e| OptimizeError::NumericalError {
message: format!("simulated_annealing: rand init - {}", e),
})?;
let scaled_rand =
client
.mul(&rand_init, &bounds_range)
.map_err(|e| OptimizeError::NumericalError {
message: format!("simulated_annealing: scale rand - {}", e),
})?;
let mut x_current =
client
.add(lower_bounds, &scaled_rand)
.map_err(|e| OptimizeError::NumericalError {
message: format!("simulated_annealing: init x - {}", e),
})?;
let mut f_current = f(&x_current).map_err(|e| OptimizeError::NumericalError {
message: format!("simulated_annealing: initial evaluation - {}", e),
})?;
let mut nfev = 1;
let mut x_best = x_current.clone();
let mut f_best = f_current;
let t_initial: f64 = 5230.0;
let t_final: f64 = 0.0001;
let cooling_rate = (t_final / t_initial).powf(1.0 / options.max_iter as f64);
let mut temperature = t_initial;
for iter in 0..options.max_iter {
let scale = temperature / t_initial;
let rand_perturb =
client
.rand(&[n], DType::F64)
.map_err(|e| OptimizeError::NumericalError {
message: format!("simulated_annealing: rand perturb - {}", e),
})?;
let rand_centered = client
.sub_scalar(
&client.mul_scalar(&rand_perturb, 2.0).map_err(|e| {
OptimizeError::NumericalError {
message: format!("simulated_annealing: scale rand - {}", e),
}
})?,
1.0,
)
.map_err(|e| OptimizeError::NumericalError {
message: format!("simulated_annealing: center rand - {}", e),
})?;
let delta_unscaled = client.mul(&rand_centered, &bounds_range).map_err(|e| {
OptimizeError::NumericalError {
message: format!("simulated_annealing: delta unscaled - {}", e),
}
})?;
let delta = client.mul_scalar(&delta_unscaled, scale).map_err(|e| {
OptimizeError::NumericalError {
message: format!("simulated_annealing: delta - {}", e),
}
})?;
let x_neighbor_unclamped =
client
.add(&x_current, &delta)
.map_err(|e| OptimizeError::NumericalError {
message: format!("simulated_annealing: neighbor unclamped - {}", e),
})?;
let x_neighbor =
clamp_to_bounds(client, &x_neighbor_unclamped, lower_bounds, upper_bounds)?;
let f_neighbor = f(&x_neighbor).map_err(|e| OptimizeError::NumericalError {
message: format!("simulated_annealing: evaluation - {}", e),
})?;
nfev += 1;
let delta_f = f_neighbor - f_current;
let accept = if delta_f < 0.0 {
true
} else {
let accept_rand =
client
.rand(&[1], DType::F64)
.map_err(|e| OptimizeError::NumericalError {
message: format!("simulated_annealing: accept rand - {}", e),
})?;
let accept_val: Vec<f64> = accept_rand.to_vec();
accept_val[0] < (-delta_f / temperature).exp()
};
if accept {
x_current = x_neighbor;
f_current = f_neighbor;
if f_current < f_best {
x_best = x_current.clone();
f_best = f_current;
}
}
temperature *= cooling_rate;
if temperature < t_final {
return Ok(SimulatedAnnealingTensorResult {
x: x_best,
fun: f_best,
iterations: iter + 1,
nfev,
converged: true,
});
}
}
Ok(SimulatedAnnealingTensorResult {
x: x_best,
fun: f_best,
iterations: options.max_iter,
nfev,
converged: false,
})
}