config_sa {EmiR}

Configuration object for the Simulated Annealing Algorithm

Description

Create a configuration object for the Simulated Annealing algorithm (SA). At minimum the number of iterations (parameter iterations) and the number of particles (parameter population_size) have to be provided.

Usage

config_sa(
  iterations,
  population_size,
  iterations_same_cost = NULL,
  absolute_tol = NULL,
  T0 = 50,
  Ns = 3,
  Nt = 3,
  c_step = 2,
  Rt = 0.85,
  Wmin = 0.25,
  Wmax = 1.25
)

Arguments

iterations

maximum number of iterations.

population_size

number of particles.

iterations_same_cost

maximum number of consecutive iterations with the same (see the parameter absolute_tol) best cost before ending the minimization. If NULL the minimization continues for the number of iterations specified by the parameter iterations. Default is NULL.

absolute_tol

absolute tolerance when comparing best costs from consecutive iterations. If NULL the machine epsilon is used. Default is NULL.

T0

initial temperature. Default is 50.

Ns

number of iterations before changing velocity. Default is 3.

Nt

number of iterations before changing the temperature. Default is 3.

c_step

parameter involved in the velocity update. Default is 2.

Rt

scaling factor for the temperature. Default is 0.85.

Wmin

parameter involved in the generation of the starting point. Default is 0.25.

Wmax

parameter involved in the generation of the starting point. Default is 1.25.

Value

config_sa returns an object of class SAConfig.

References

Kirkpatrick S, Gelatt CD, Vecchi MP (1983). “Optimization by Simulated Annealing.” Science, 220(4598), 671–680. doi:10.1126/science.220.4598.671.

Examples

conf <- config_sa(iterations = 100, population_size = 50, iterations_same_cost = NULL,
absolute_tol = NULL, T0 = 50., Ns = 3., Nt = 3., c_step = 2., Rt = 0.85, Wmin = 0.25,
 Wmax = 1.25)