#ifndef MARS_MSimulatedAnnealing #define MARS_MSimulatedAnnealing #ifndef MARS_MAGIC #include "MAGIC.h" #endif #ifndef ROOT_TMatrix #include #endif #ifndef ROOT_TVector #include #endif class MHSimulatedAnnealing; class TRandom; class MSimulatedAnnealing : public TObject { private: static const Float_t gsYtryStr; // Fixed high value to keep the simplex inside the borders static const Float_t gsYtryCon; // Fixed high value to keep the simplex inside the borders static const Int_t gsMaxDim; // Fixed maximum number of dimensions static const Int_t gsMaxStep; // Fixed maximum number of loops with temperature=0 MHSimulatedAnnealing *fResult; //! The histogram output container TRandom *fRandom; // The random number generator -> random numbers between 0 and 1 Real_t fTolerance; // The convergence break condition UShort_t fNdim; // The number of parameters UShort_t fMpts; // The number of simplex points (=fNdim+1) UShort_t fNumberOfMoves; // The total number of moves (== CPU time) Real_t fStartTemperature; // The start temperature -> will slowly get decreased to 0 Bool_t fFullStorage; // kTRUE -> the whole simplex gets stored in MHSimlutedAnnealing Bool_t fInit; // kTRUE -> initialization was succesful TMatrix fP; // The (ndim+1,ndim) matrix containing the simplex TVector fPsum; // The sum of each point of the simplex TVector fP0; // The boundary conditions on the weak side TVector fP1; // The boundary conditions on the strong side TVector fY; // The array containing the function evaluation results Real_t fYb; // The best function evaluation value ever found Real_t fYconv; // The function evaluation value at the convergence point TVector fPb; // The parameters belonging to fYb TVector fPconv; // The parameters belonging to fYconv Int_t Amebsa(Int_t iter, const Real_t temp); // The function deciding if the simplex has to get reflected, expanded or contracted Real_t Amotsa(const Float_t fac, const UShort_t ihi, Real_t &yhi, const Real_t temp); // The function reflecting, expanding and contracting the simplex: fac=-1 -> reflection, fac=0.5 -> contraction, fac=2.0 -> expansion void GetPsum(); protected: virtual Float_t FunctionToMinimize(const TVector &arr); // The optimization function public: enum BorderFlag_t { kENoBorder, kEStrictBorder, kEContractBorder }; enum Verbosity_t { kEDefault, kEVerbose, kEDebug }; private: BorderFlag_t fBorder; Verbosity_t fVerbose; public: MSimulatedAnnealing(); virtual ~MSimulatedAnnealing(); void ModifyTolerance(Float_t tol) { fTolerance = tol; } void ModifyBorderFlag(BorderFlag_t border) { fBorder = border; } Bool_t Initialize(const TMatrix &p, const TVector &y, const TVector &p0, const TVector &p1); void SetNumberOfMoves(UShort_t moves) { fNumberOfMoves = moves; } void SetStartTemperature(Float_t temp) { fStartTemperature = temp; } void SetFullStorage() { fFullStorage = kTRUE; } void SetVerbosityLevel(Verbosity_t level) { fVerbose = level; } void SetRandom(TRandom *rand) { fRandom = rand; } const TVector &GetPb() const { return fPb; } Float_t GetYb() const { return fYb; } const TVector &GetPconv() const { return fPconv; } Float_t GetYconv() const { return fYconv; } MHSimulatedAnnealing *GetResult() { return fResult; } Bool_t RunMinimization(); ClassDef(MSimulatedAnnealing,1) // Class to perform a Simulated Annealing Minimization }; #endif