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ZeroTAnnealMinimizer.cpp

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// ZeroTAnnealMinimizer.cpp: implementation of the ZeroTAnnealMinimizer class.
//

#include "ZeroTAnnealMinimizer.h"

// Construction/Destruction

ZeroTAnnealMinimizer::ZeroTAnnealMinimizer()
{

}

ZeroTAnnealMinimizer::ZeroTAnnealMinimizer(int seed, int nSteps)
{
        this->seed = seed;
        this->nSteps = nSteps;
}

ZeroTAnnealMinimizer::~ZeroTAnnealMinimizer()
{

}

double ZeroTAnnealMinimizer::Minimize(double *parameters, Minimizable *minimizable)
{
        Rand *RNG = new Rand(seed);
        double currentCost;
        double bestCost;
        nParameters = minimizable->GetNParameters();
        double *trial = new double[nParameters];

        // compute the cost for the initial parameter values
        bestCost = minimizable->ObjectiveFunction(parameters);

        cout << "Starting cost of " << bestCost << endl;

        for(int iterationStep = 1; iterationStep <= nSteps; iterationStep++)
        {
                // now construct a set of trial values
                // this method adds between -(1/2)value and (1/2)value to each parameter
                // to form the trial set of parameters
                for(int i = 0; i < nParameters; i++)
                {
                        double temp = parameters[i];
                        temp = temp + (-0.5 + 1*(RNG->uniform()))*temp;
                        trial[i] = temp;
                } 
                currentCost = minimizable->ObjectiveFunction(trial);

                if(currentCost < bestCost)
                {       
                        bestCost = currentCost;
                        *parameters = *trial;
                }

                cout << "Current best cost is " << bestCost << " at iteration number " << iterationStep << endl;
        }

        // cleanup
        delete [] trial;
        delete RNG;

        // return the best cost
        return bestCost;
}

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