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(* gsl-ocaml - OCaml interface to GSL *)
(* Copyright (©) 2002-2012 - Olivier Andrieu *)
(* Distributed under the terms of the GPL version 3 *)
let () = Error.init ()
type params = {
iters_fixed_T : int ;
step_size : float ;
k : float ;
t_initial : float ;
mu_t : float ;
t_min : float ;
}
open Misc
let solve rng conf0
~energ_func ~step_func
?print_func params =
let best_energ = ref (energ_func conf0) in
let best_x = ref conf0 in
let energ = ref !best_energ in
let x = ref !best_x in
let t = ref params.t_initial in
let n_iter = ref 0 in
let n_eval = ref 1 in
if is print_func
then print_string "#-iter #-evals temperature position energy\n" ;
while !t >= params.t_min do
for _i=1 to params.iters_fixed_T do
let new_x = step_func rng !x params.step_size in
let new_energ = energ_func new_x in
incr n_eval ;
if new_energ <= !best_energ
then begin
best_energ := new_energ ;
best_x := new_x
end ;
if new_energ < !energ ||
( let lim = exp (~-. (new_energ -. !energ) /. (!t *. params.k)) in
Rng.uniform rng < lim )
then begin
energ := new_energ ;
x := new_x ;
end
done ;
if is print_func
then begin
Printf.printf "%5d %7d %12g" !n_iter !n_eval !t ;
may_apply print_func !x ;
Printf.printf " %12g\n" !energ
end ;
t := !t /. params.mu_t ;
incr n_iter ;
done ;
!best_x
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