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SimulatedAnnealingStrategy.h

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// SimulatedAnnealingStrategy.h: interface for the CSimulatedAnnealingStrategy class.
//

#if !defined(AFX_SIMULATEDANNEALINGSTRATEGY_H__0BA0E00A_3509_4CB6_9DCD_0915EBE298B4__INCLUDED_)
#define AFX_SIMULATEDANNEALINGSTRATEGY_H__0BA0E00A_3509_4CB6_9DCD_0915EBE298B4__INCLUDED_

#if _MSC_VER > 1000
#pragma once
#endif // _MSC_VER > 1000

//#ifndef _WIN32
//using namespace std;
//#endif

#include "Minimizer.h"
#include "Rand.h"
#include "MatrixOperations.h"
#include "ParameterFilter.h"
#include <math.h>
#include <iostream>
#include <fstream>
#include <vector>
using namespace std;

class CSimulatedAnnealingStrategy : public Minimizer  
{
public:
        CSimulatedAnnealingStrategy(int RNGSeed, CParameterFilter *pFilter);
        virtual ~CSimulatedAnnealingStrategy();
        double Minimize(double *parameters, Minimizable *minimizable);
        virtual bool AcceptMove(double Eold, double Enew) = 0;
        virtual bool Terminate() = 0;
        virtual bool Equilibrated() = 0;
        virtual void Cool() = 0;
        virtual void InitializeTemperature(Minimizable *minimizable) = 0;
        virtual void GenerateMove() = 0;
        // returns the average energy 
        double GetEBar() const {return m_dEBar;}
        // returns the average squared energy 
        double GetE2Bar() const {return m_dE2Bar;}
        // returns the current minimum energy
        double GetEMin() const {return m_dEBest;}
        // returns the acceptance ratio at the current temperature
        double GetAcceptanceRatio() const {return m_dAcceptanceRatio;}
        // returns current temperature T
        double GetTemperature() const {return m_dTemperature;}
protected:
        // filter for parameters, available to derived classes for move generation
        CParameterFilter *m_pFilter;
        // current state
        double *m_pdCurrentParameters;
        // trial state
        double *m_pdTrialParameters;
        // thermodynamic temperature
        double m_dTemperature;
        // energy of best state
        double m_dEBest;
        // self-explanatory
        double m_dAcceptanceRatio;
        // seed
        double m_iRNGSeed;
        // RNG
        Rand *m_pRNG;
        // avg. E as a function of T
        double m_dEBar;
        // avg. E^2 as a function of T
        double m_dE2Bar;
        // number of trials at the current temperature
        int m_iTrialCount;
        // used to do vector copies and such
        CMatrixOperations *m_pMO;
};

#endif // !defined(AFX_SIMULATEDANNEALINGSTRATEGY_H__0BA0E00A_3509_4CB6_9DCD_0915EBE298B4__INCLUDED_)

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