[15315] | 1 | using HeuristicLab.Common;
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| 2 | using HeuristicLab.Core;
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| 3 | using HeuristicLab.Data;
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| 4 | using HeuristicLab.Operators;
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| 5 | using HeuristicLab.Optimization;
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| 6 | using HeuristicLab.Parameters;
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| 7 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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| 8 | using System;
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| 9 | using System.Collections.Generic;
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| 10 | using System.Linq;
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| 11 | using System.Text;
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| 12 | using System.Threading.Tasks;
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| 13 |
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| 14 | namespace HeuristicLab.Algorithms.SimulatedAnnealing
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| 15 | {
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| 16 | /* Temperature initializer based on Johnson, David S., et al. "Optimization by simulated annealing: an experimental evaluation; part I, graph partitioning." Operations research 37.6 (1989): 865-892.
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| 17 | * http://faculty.washington.edu/aragon/pubs/annealing-pt1.pdf (see Section 5.4, Paragraph 3, Parameter INITPROB)
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| 18 | *
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| 19 | * The initial temperature gets calculated by
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| 20 | * 1. Performing a random walk and collection of (UphillMovesMemorySize) amount of hills
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| 21 | * 2. Calculating the average hillsize
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| 22 | * 3. Define initial temperature as the temperature that lets the algorithm overcome a hill of average size with a percentage of INITIALACCEPTANCERATE
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| 23 | */
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| 24 |
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| 25 | [Item("TemperatureInitializerBasedOnAverageHillsize", "Sets the initial temperature to the temperature that initialy lets the algorithm accept an averaged sized hill with a certain probability.")]
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| 26 | [StorableClass]
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| 27 | public class TemperatureInitializerBasedOnAverageHillsize : SingleSuccessorOperator, ITemperatureInitializer
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| 28 | {
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| 29 | #region Strings
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| 30 | private const string InitialTemperatureName = "InitialTemperature";
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| 31 | private const string TemperatureInitializedName = "TemperatureInitialized";
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| 32 | private const string StartTemperatureName = "StartTemperature";
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| 33 | private const string TemperatureStartIndexName = "TemperatureStartIndex";
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| 34 | private const string TemperatureName = "Temperature";
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| 35 | private const string IterationsName = "Iterations";
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| 36 |
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| 37 | private const string LastQualityName = "LastQuality";
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| 38 | private const string UphillMovesMemoryName = "UphillMovesMemory";
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| 39 | private const string UphillMovesMemorySizeName = "UphillMovesMemorySize";
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| 40 | private const string MaximizationName = "Maximization";
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| 41 | private const string MoveQualityName = "MoveQuality";
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| 42 | private const string InitialAcceptanceRateName = "InitialAcceptanceRate";
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| 43 |
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| 44 | private const string ResultsName = "Results";
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| 45 |
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| 46 |
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| 47 | #endregion
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| 48 |
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| 49 | #region Properties
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| 50 | public ILookupParameter<DoubleValue> InitialTemperatureParameter
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| 51 | {
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| 52 | get { return (ILookupParameter<DoubleValue>)Parameters[InitialTemperatureName]; }
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| 53 | }
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| 54 | public ILookupParameter<BoolValue> TemperatureInitializedParameter
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| 55 | {
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| 56 | get { return (ILookupParameter<BoolValue>)Parameters[TemperatureInitializedName]; }
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| 57 | }
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| 58 | public ILookupParameter<DoubleValue> StartTemperatureParameter
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| 59 | {
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| 60 | get { return (ILookupParameter<DoubleValue>)Parameters[StartTemperatureName]; }
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| 61 | }
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| 62 | public ILookupParameter<IntValue> TemperatureStartIndexParameter
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| 63 | {
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| 64 | get { return (ILookupParameter<IntValue>)Parameters[TemperatureStartIndexName]; }
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| 65 | }
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| 66 | public ILookupParameter<DoubleValue> TemperatureParameter
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| 67 | {
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| 68 | get { return (ILookupParameter<DoubleValue>)Parameters[TemperatureName]; }
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| 69 | }
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| 70 | public ILookupParameter<IntValue> IterationsParameter
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| 71 | {
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| 72 | get { return (ILookupParameter<IntValue>)Parameters[IterationsName]; }
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| 73 | }
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| 74 | public ILookupParameter<ItemList<DoubleValue>> UphillMovesMemoryParameter
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| 75 | {
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| 76 | get { return (ILookupParameter<ItemList<DoubleValue>>)Parameters[UphillMovesMemoryName]; }
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| 77 | }
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| 78 | public ILookupParameter<DoubleValue> MoveQualityParameter
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| 79 | {
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| 80 | get { return (ILookupParameter<DoubleValue>)Parameters[MoveQualityName]; }
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| 81 | }
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| 82 | public ILookupParameter<DoubleValue> LastQualityParameter
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| 83 | {
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| 84 | get { return (ILookupParameter<DoubleValue>)Parameters[LastQualityName]; }
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| 85 | }
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| 86 | public IValueLookupParameter<BoolValue> MaximizationParameter
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| 87 | {
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| 88 | get { return (IValueLookupParameter<BoolValue>)Parameters[MaximizationName]; }
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| 89 | }
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| 90 | public IValueParameter<DoubleValue> InitialAcceptanceRateParameter
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| 91 | {
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| 92 | get { return (IValueParameter<DoubleValue>)Parameters[InitialAcceptanceRateName]; }
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| 93 | }
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| 94 | public IValueParameter<IntValue> UphillMovesMemorySizeParameter
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| 95 | {
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| 96 | get { return (IValueParameter<IntValue>)Parameters[UphillMovesMemorySizeName]; }
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| 97 | }
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| 98 |
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| 99 | #endregion
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| 100 |
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| 101 | public TemperatureInitializerBasedOnAverageHillsize() : base()
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| 102 | {
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| 103 | Parameters.Add(new LookupParameter<DoubleValue>(InitialTemperatureName, "Temporary initial temperature field."));
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| 104 | Parameters.Add(new LookupParameter<BoolValue>(TemperatureInitializedName, "True, if the temperature has already been initialized."));
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| 105 | Parameters.Add(new LookupParameter<DoubleValue>(StartTemperatureName, "The temperature from which cooling or reheating should occur."));
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| 106 | Parameters.Add(new LookupParameter<IntValue>(TemperatureStartIndexName, "The index where the annealing or heating was last changed."));
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| 107 | Parameters.Add(new LookupParameter<DoubleValue>(MoveQualityName, "The value which represents the quality of a move."));
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| 108 | Parameters.Add(new LookupParameter<DoubleValue>(LastQualityName, "The value which represents the quality of the last move."));
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| 109 | Parameters.Add(new LookupParameter<DoubleValue>(TemperatureName, "The current temperature."));
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| 110 | Parameters.Add(new ValueLookupParameter<BoolValue>(MaximizationName, "True if the problem is a maximization problem, otherwise false."));
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| 111 | Parameters.Add(new LookupParameter<IntValue>(IterationsName, "The number of iterations."));
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[15333] | 112 | Parameters.Add(new ValueParameter<DoubleValue>(InitialAcceptanceRateName, "The initial acceptance rate of average-sized hills used to calculate the initial temperature.", new DoubleValue(0.1)));
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[15315] | 113 | Parameters.Add(new ValueParameter<IntValue>(UphillMovesMemorySizeName, "The amount of uphill moves necessary to compute the initial temperature.", new IntValue(100)));
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| 114 | Parameters.Add(new LookupParameter<ItemList<DoubleValue>>(UphillMovesMemoryName, "The field that stores the uphill moves."));
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| 115 | }
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| 116 |
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| 117 | [StorableConstructor]
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| 118 | protected TemperatureInitializerBasedOnAverageHillsize(bool deserializing) : base(deserializing) { }
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| 119 | protected TemperatureInitializerBasedOnAverageHillsize(TemperatureInitializerBasedOnAverageHillsize original, Cloner cloner) : base(original, cloner) { }
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| 120 |
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| 121 | public override IDeepCloneable Clone(Cloner cloner)
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| 122 | {
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| 123 | return new TemperatureInitializerBasedOnAverageHillsize(this, cloner);
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| 124 | }
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| 125 |
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| 126 | public override IOperation Apply()
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| 127 | {
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| 128 | var currentQuality = MoveQualityParameter.ActualValue.Value;
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| 129 | var lastQuality = LastQualityParameter.ActualValue.Value;
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| 130 | var isMaximation = MaximizationParameter.ActualValue.Value;
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| 131 | var hillMemory = UphillMovesMemoryParameter.ActualValue;
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| 132 |
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| 133 | if (lastQuality != -1)
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| 134 | {
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| 135 | double hillSize = CalculateHillSize(lastQuality, currentQuality, isMaximation);
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| 136 |
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| 137 | // if there was an uphill move
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| 138 | if (hillSize > 0)
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| 139 | {
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| 140 | // add it to the list
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| 141 | hillMemory.Add(new DoubleValue(hillSize));
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| 142 |
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| 143 | // if enough hills have been collected
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| 144 | if (hillMemory.Count >= UphillMovesMemorySizeParameter.Value.Value)
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| 145 | {
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| 146 | // calculate and set initial temperature
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| 147 | var initialTemperature = CalculateInitialTemperatureBasedOnAverageHillSize(hillMemory);
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| 148 | InitialTemperatureParameter.ActualValue.Value = initialTemperature;
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| 149 | TemperatureParameter.ActualValue.Value = initialTemperature;
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| 150 | TemperatureStartIndexParameter.ActualValue.Value = Math.Max(0, IterationsParameter.ActualValue.Value - 1);
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| 151 | StartTemperatureParameter.ActualValue.Value = TemperatureParameter.ActualValue.Value;
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| 152 |
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| 153 | var results = (ResultCollection)ExecutionContext.Parent.Scope.Variables[ResultsName].Value;
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| 154 | results.Add(new Result(InitialTemperatureName, new DoubleValue(initialTemperature)));
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| 155 |
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| 156 | // indicate that initial temperature is now set
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| 157 | TemperatureInitializedParameter.ActualValue.Value = true;
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| 158 | }
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| 159 | }
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| 160 | }
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| 161 |
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| 162 | LastQualityParameter.ActualValue.Value = currentQuality;
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| 163 | return base.Apply();
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| 164 | }
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| 165 |
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| 166 | private double CalculateInitialTemperatureBasedOnAverageHillSize(ItemList<DoubleValue> hillMemory)
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| 167 | {
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| 168 | var averageHillSize = hillMemory.Average(x => x.Value);
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| 169 | return -(averageHillSize / Math.Log(InitialAcceptanceRateParameter.Value.Value));
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| 170 |
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| 171 | }
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| 172 |
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| 173 | private double CalculateHillSize(double lastQuality, double currentQuality, bool isMaximation)
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| 174 | {
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| 175 | return isMaximation ? lastQuality - currentQuality : currentQuality - lastQuality;
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| 176 | }
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| 177 | }
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| 178 | }
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