asa_usr_asa.h

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#ifndef _ASA_USER_ASA_H_
#define _ASA_USER_ASA_H_

/***********************************************************************
* Adaptive Simulated Annealing (ASA)
* Lester Ingber <[e-mail]>
* Copyright (c) 1993-2004 Lester Ingber.  All Rights Reserved.
* The LICENSE file must be included with ASA code.
***********************************************************************/

 /* $Id: asa_usr_asa.h,v 25.15 2004/09/23 18:10:49 ingber Exp ingber $ */

 /* asa_usr_asa.h for Adaptive Simulated Annealing */

#include <errno.h>
#include <math.h>
#include <stdio.h>
#include <stdlib.h>             /* misc defs on most machines */
#include <string.h>

/* required if use machine-defined {DBL_EPSILON DBL_MIN DBL_MAX} */
/* #include <float.h> */

/* test for memory leaks */
/* #include "/usr/local/include/leak.h" */

#define	TRUE			1
#define	FALSE			0

#define MIN(x,y)	((x) < (y) ? (x) : (y))
#define MAX(x,y)	((x) > (y) ? (x) : (y))

 /* DEFAULT PARAMETERS SETTINGS */

 /* Pre-Compile Options */

 /* Special ASA_TEMPLATEs */

#ifndef MY_TEMPLATE
#define MY_TEMPLATE TRUE
#endif
#if MY_TEMPLATE                 /* MY_TEMPLATE_asa_user */
  /* you can add your own set of #define here */
#endif /* MY_TEMPLATE */

#ifndef ASA_TEMPLATE_LIB
#define ASA_TEMPLATE_LIB FALSE
#endif
#if ASA_TEMPLATE_LIB
#define ASA_LIB TRUE
#define ASA_TEST TRUE
#endif

#ifndef ASA_TEMPLATE_ASA_OUT_PID
#define ASA_TEMPLATE_ASA_OUT_PID FALSE
#endif
#if ASA_TEMPLATE_ASA_OUT_PID
#define USER_ASA_OUT TRUE
#endif

#ifndef ASA_TEMPLATE_MULTIPLE
#define ASA_TEMPLATE_MULTIPLE FALSE
#endif
#if ASA_TEMPLATE_MULTIPLE
#define COST_FILE FALSE
#define USER_ASA_OUT TRUE
#define ASA_TEST TRUE
#define QUENCH_COST TRUE
#define QUENCH_PARAMETERS TRUE
#define OPTIONS_FILE FALSE
#endif

#ifndef ASA_TEMPLATE_SELFOPT
#define ASA_TEMPLATE_SELFOPT FALSE
#endif
#if ASA_TEMPLATE_SELFOPT
#define COST_FILE FALSE
#define SELF_OPTIMIZE TRUE
#define OPTIONAL_DATA_DBL TRUE
#define USER_ASA_OUT TRUE
#define ASA_TEST TRUE
#define OPTIONS_FILE FALSE
#endif

#ifndef ASA_TEMPLATE_SAMPLE
#define ASA_TEMPLATE_SAMPLE FALSE
#endif
#if ASA_TEMPLATE_SAMPLE
#define COST_FILE FALSE
#define ASA_SAMPLE TRUE
#define USER_ACCEPTANCE_TEST TRUE
#define USER_COST_SCHEDULE TRUE
#define OPTIONS_FILE_DATA FALSE
#define USER_ACCEPT_ASYMP_EXP TRUE
#endif

#ifndef ASA_TEMPLATE_PARALLEL
#define ASA_TEMPLATE_PARALLEL FALSE
#endif
#if ASA_TEMPLATE_PARALLEL
#define COST_FILE FALSE
#define ASA_TEST TRUE
#define ASA_PARALLEL TRUE
#endif

#ifndef ASA_TEMPLATE_SAVE
#define ASA_TEMPLATE_SAVE FALSE
#endif
#if ASA_TEMPLATE_SAVE
#define COST_FILE FALSE
#define ASA_TEST TRUE
#define ASA_SAVE TRUE
#define QUENCH_PARAMETERS TRUE
#define QUENCH_COST TRUE
#endif

#ifndef ASA_TEMPLATE_QUEUE
#define ASA_TEMPLATE_QUEUE FALSE
#endif
#if ASA_TEMPLATE_QUEUE
#define ASA_QUEUE TRUE
#define ASA_RESOLUTION FALSE
#define ASA_TEST TRUE
#define COST_FILE FALSE
#define ASA_PRINT_MORE TRUE
#endif

#ifndef ASA_TEST_POINT
#define ASA_TEST_POINT FALSE
#endif
#if ASA_TEST_POINT
#define ASA_TEST TRUE
#define COST_FILE FALSE
#define SMALL_FLOAT 1.0E-50
#define QUENCH_COST TRUE
#endif

 /* Standard Pre-Compile Options */

#ifndef USER_COST_FUNCTION
#define USER_COST_FUNCTION cost_function
#endif

#if SELF_OPTIMIZE
#ifndef RECUR_USER_COST_FUNCTION
#define RECUR_USER_COST_FUNCTION recur_cost_function
#endif
#endif

#ifndef INCL_STDOUT
#define INCL_STDOUT TRUE
#endif
#if INCL_STDOUT
#define TIME_CALC FALSE
#endif

#ifndef OPTIONS_FILE
#define OPTIONS_FILE TRUE
#endif

#if OPTIONS_FILE
#ifndef OPTIONS_FILE_DATA
#define OPTIONS_FILE_DATA TRUE
#endif
#else
#define OPTIONS_FILE_DATA FALSE
#endif

#ifndef RECUR_OPTIONS_FILE
#define RECUR_OPTIONS_FILE FALSE
#endif

#if RECUR_OPTIONS_FILE
#ifndef RECUR_OPTIONS_FILE_DATA
#define RECUR_OPTIONS_FILE_DATA FALSE
#endif
#else
#define RECUR_OPTIONS_FILE_DATA FALSE
#endif

#ifndef COST_FILE
#define COST_FILE TRUE
#endif

#ifndef ASA_LIB
#define ASA_LIB FALSE
#endif

#ifndef HAVE_ANSI
#define HAVE_ANSI TRUE
#endif

#ifndef IO_PROTOTYPES
#define IO_PROTOTYPES FALSE
#endif

#ifndef TIME_CALC
#define TIME_CALC FALSE
#endif

#ifndef INT_LONG
#define INT_LONG TRUE
#endif

#if INT_LONG
#define LONG_INT long int
#else
#define LONG_INT int
#endif

#ifndef INT_ALLOC
#define INT_ALLOC FALSE
#endif

#if INT_ALLOC
#define ALLOC_INT int
#else
#define ALLOC_INT LONG_INT
#endif

 /* You can define SMALL_FLOAT to better correlate to your machine's
    precision, i.e., as used in asa */
#ifndef SMALL_FLOAT
#define SMALL_FLOAT 1.0E-18
#endif

 /* You can define your machine's maximum and minimum doubles here */
#ifndef MIN_DOUBLE
#define MIN_DOUBLE ((double) SMALL_FLOAT)
#endif

#ifndef MAX_DOUBLE
#define MAX_DOUBLE ((double) 1.0 / (double) SMALL_FLOAT)
#endif

#ifndef EPS_DOUBLE
#define EPS_DOUBLE ((double) SMALL_FLOAT)
#endif

#ifndef CHECK_EXPONENT
#define CHECK_EXPONENT FALSE
#endif

#ifndef ASA_TEST
#define ASA_TEST FALSE
#endif

#ifndef ASA_TEMPLATE
#define ASA_TEMPLATE FALSE
#endif

#ifndef USER_INITIAL_COST_TEMP
#define USER_INITIAL_COST_TEMP FALSE
#endif

#ifndef RATIO_TEMPERATURE_SCALES
#define RATIO_TEMPERATURE_SCALES FALSE
#endif

#ifndef USER_INITIAL_PARAMETERS_TEMPS
#define USER_INITIAL_PARAMETERS_TEMPS FALSE
#endif

#ifndef DELTA_PARAMETERS
#define DELTA_PARAMETERS FALSE
#endif

#ifndef QUENCH_PARAMETERS
#define QUENCH_PARAMETERS FALSE
#endif

#ifndef QUENCH_COST
#define QUENCH_COST FALSE
#endif

#ifndef QUENCH_PARAMETERS_SCALE
#define QUENCH_PARAMETERS_SCALE TRUE
#endif

#ifndef QUENCH_COST_SCALE
#define QUENCH_COST_SCALE TRUE
#endif

#ifndef OPTIONAL_DATA_DBL
#define OPTIONAL_DATA_DBL FALSE
#endif

#ifndef OPTIONAL_DATA_INT
#define OPTIONAL_DATA_INT FALSE
#endif

#ifndef OPTIONAL_DATA_PTR
#define OPTIONAL_DATA_PTR FALSE
#endif
#if OPTIONAL_DATA_PTR
/* user must define USER_TYPE; if a struct, it must be declared above */
#ifndef OPTIONAL_PTR_TYPE
#define OPTIONAL_PTR_TYPE USER_TYPE
#endif
#endif /* OPTIONAL_DATA_PTR */

#ifndef USER_REANNEAL_COST
#define USER_REANNEAL_COST FALSE
#endif

#ifndef USER_REANNEAL_PARAMETERS
#define USER_REANNEAL_PARAMETERS FALSE
#endif

#ifndef MAXIMUM_REANNEAL_INDEX
#define MAXIMUM_REANNEAL_INDEX 50000
#endif

#ifndef REANNEAL_SCALE
#define REANNEAL_SCALE 10
#endif

#ifndef USER_COST_SCHEDULE
#define USER_COST_SCHEDULE FALSE
#endif

#ifndef USER_ACCEPT_ASYMP_EXP
#define USER_ACCEPT_ASYMP_EXP FALSE
#endif

#ifndef USER_ACCEPT_THRESHOLD
#define USER_ACCEPT_THRESHOLD FALSE
#endif

#ifndef USER_ACCEPTANCE_TEST
#define USER_ACCEPTANCE_TEST FALSE
#endif

#ifndef USER_GENERATING_FUNCTION
#define USER_GENERATING_FUNCTION FALSE
#endif

 /* in asa.c, field-width.precision = G_FIELD.G_PRECISION */
#ifndef G_FIELD
#define G_FIELD 12
#endif
#ifndef G_PRECISION
#define G_PRECISION 7
#endif

#define INTEGER_TYPE		((int) 1)
#define REAL_TYPE		((int) -1)
#define INTEGER_NO_REANNEAL	((int) 2)
#define REAL_NO_REANNEAL	((int) -2)

 /* Set this to TRUE to self-optimize the Program Options */
#ifndef SELF_OPTIMIZE
#define SELF_OPTIMIZE FALSE
#endif

#ifndef USER_OUT
#define USER_OUT "asa_usr_out"
#endif

#ifndef USER_ASA_OUT
#define USER_ASA_OUT FALSE
#endif

#ifndef ASA_SAMPLE
#define ASA_SAMPLE FALSE
#endif

#ifndef ASA_QUEUE
#define ASA_QUEUE FALSE
#endif

#ifndef ASA_RESOLUTION
#define ASA_RESOLUTION FALSE
#endif

#ifndef ASA_PARALLEL
#define ASA_PARALLEL FALSE
#endif

#ifndef ASA_SAVE_OPT
#define ASA_SAVE_OPT FALSE
#endif
#if ASA_SAVE_OPT
#define ASA_SAVE TRUE
#endif

#ifndef ASA_SAVE_BACKUP
#define ASA_SAVE_BACKUP FALSE
#endif
#if ASA_SAVE_BACKUP
#define ASA_SAVE TRUE
#endif

#ifndef ASA_SAVE
#define ASA_SAVE FALSE
#endif

#ifndef ASA_PIPE
#define ASA_PIPE FALSE
#endif

#ifndef ASA_PIPE_FILE
#define ASA_PIPE_FILE FALSE
#endif

#ifndef FDLIBM_POW
#define FDLIBM_POW FALSE
#endif
#if FDLIBM_POW
#define F_POW s_pow
#else
#define F_POW pow
#endif

#ifndef FDLIBM_LOG
#define FDLIBM_LOG FALSE
#endif
#if FDLIBM_LOG
#define F_LOG s_log
#else
#define F_LOG log
#endif

#ifndef FDLIBM_EXP
#define FDLIBM_EXP FALSE
#endif
#if FDLIBM_EXP
#define F_EXP s_exp
#else
#define F_EXP exp
#endif

#ifndef FITLOC
#define FITLOC FALSE
#endif

#ifndef FITLOC_ROUND
#define FITLOC_ROUND TRUE
#endif

#ifndef FITLOC_PRINT
#define FITLOC_PRINT TRUE
#endif

#ifndef MULTI_MIN
#define MULTI_MIN FALSE
#endif

 /* Program Options */

typedef struct {
  LONG_INT Limit_Acceptances;
  LONG_INT Limit_Generated;
  int Limit_Invalid_Generated_States;
  double Accepted_To_Generated_Ratio;

  double Cost_Precision;
  int Maximum_Cost_Repeat;
  int Number_Cost_Samples;
  double Temperature_Ratio_Scale;
  double Cost_Parameter_Scale_Ratio;
  double Temperature_Anneal_Scale;
#if USER_INITIAL_COST_TEMP
  double *User_Cost_Temperature;
#endif

  int Include_Integer_Parameters;
  int User_Initial_Parameters;
  ALLOC_INT Sequential_Parameters;
  double Initial_Parameter_Temperature;
#if RATIO_TEMPERATURE_SCALES
  double *User_Temperature_Ratio;
#endif
#if USER_INITIAL_PARAMETERS_TEMPS
  double *User_Parameter_Temperature;
#endif

  int Acceptance_Frequency_Modulus;
  int Generated_Frequency_Modulus;
  int Reanneal_Cost;
  int Reanneal_Parameters;

  double Delta_X;
#if DELTA_PARAMETERS
  double *User_Delta_Parameter;
#endif
  int User_Tangents;
  int Curvature_0;

#if QUENCH_PARAMETERS
  double *User_Quench_Param_Scale;
#endif
#if QUENCH_COST
  double *User_Quench_Cost_Scale;
#endif

  LONG_INT N_Accepted;
  LONG_INT N_Generated;
  int Locate_Cost;
  int Immediate_Exit;

  double *Best_Cost;
  double *Best_Parameters;
  double *Last_Cost;
  double *Last_Parameters;

#if OPTIONAL_DATA_DBL
  ALLOC_INT Asa_Data_Dim_Dbl;
  double *Asa_Data_Dbl;
#endif
#if OPTIONAL_DATA_INT
  ALLOC_INT Asa_Data_Dim_Int;
  LONG_INT *Asa_Data_Int;
#endif
#if OPTIONAL_DATA_PTR
  ALLOC_INT Asa_Data_Dim_Ptr;
  OPTIONAL_PTR_TYPE *Asa_Data_Ptr;
#endif
#if USER_ASA_OUT
  char *Asa_Out_File;
#endif
#if USER_COST_SCHEDULE
  double (*Cost_Schedule) ();
#endif
#if USER_ACCEPT_ASYMP_EXP
  double Asymp_Exp_Param;
#endif
#if USER_ACCEPTANCE_TEST
  void (*Acceptance_Test) ();
  int User_Acceptance_Flag;
  int Cost_Acceptance_Flag;
  double Cost_Temp_Curr;
  double Cost_Temp_Init;
  double Cost_Temp_Scale;
  double Prob_Bias;
  LONG_INT *Random_Seed;
#endif
#if USER_GENERATING_FUNCTION
  double (*Generating_Distrib) ();
#endif
#if USER_REANNEAL_COST
  int (*Reanneal_Cost_Function) ();
#endif
#if USER_REANNEAL_PARAMETERS
  double (*Reanneal_Params_Function) ();
#endif
#if ASA_SAMPLE
  double Bias_Acceptance;
  double *Bias_Generated;
  double Average_Weights;
  double Limit_Weights;
#endif
#if ASA_QUEUE
  ALLOC_INT Queue_Size;
  double *Queue_Resolution;
#endif
#if ASA_RESOLUTION
  double *Coarse_Resolution;
#endif
#if FITLOC
  int Fit_Local;
  int Iter_Max;
  double Penalty;
#endif
#if MULTI_MIN
  int Multi_Number;
  double *Multi_Cost;
  double **Multi_Params;
  double *Multi_Grid;
  int Multi_Specify;
#endif
#if ASA_PARALLEL
  int Gener_Mov_Avr;
  LONG_INT Gener_Block;
  LONG_INT Gener_Block_Max;
#endif
#if ASA_SAVE
  ALLOC_INT Random_Array_Dim;
  double *Random_Array;
#endif
  int Asa_Recursive_Level;
} USER_DEFINES;

 /* system function prototypes */

#if HAVE_ANSI

/* This block gives trouble under some Ultrix */
#if FALSE
int fprintf (FILE * fp, const char *string, ...);
int sprintf (char *s, const char *format, ...);
FILE *popen (const char *command, const char *mode);
void exit (int code);
#endif

#if IO_PROTOTYPES
int fprintf ();
int sprintf ();
int fflush (FILE * fp);
int fclose (FILE * fp);
void exit ();
int fread ();
int fwrite ();
int pclose ();
#endif

double
  asa (double (*user_cost_function)

        
       (double *, double *, double *, double *, double *, ALLOC_INT *, int *,
        int *, int *, USER_DEFINES *),
       double (*user_random_generator) (LONG_INT *), LONG_INT * rand_seed,
       double *parameter_initial_final, double *parameter_minimum,
       double *parameter_maximum, double *tangents, double *curvature,
       ALLOC_INT * number_parameters, int *parameter_type,
       int *valid_state_generated_flag, int *exit_status,
       USER_DEFINES * OPTIONS);

#if TIME_CALC
void print_time (char *message, FILE * ptr_out);
#endif

#if FDLIBM_POW
double s_pow (double x, double y);
#endif
#if FDLIBM_LOG
double s_log (double x);
#endif
#if FDLIBM_EXP
double s_exp (double x);
#endif

#else /* HAVE_ANSI */

#if IO_PROTOTYPES
int fprintf ();
int sprintf ();
int fflush ();
int fclose ();
int fread ();
int fwrite ();
FILE *popen ();
int pclose ();
#endif

double asa ();

#if TIME_CALC
void print_time ();
#endif

#if FDLIBM_POW
double s_pow ();
#endif
#if FDLIBM_LOG
double s_log ();
#endif
#if FDLIBM_EXP
double s_exp ();
#endif

#endif /* HAVE_ANSI */

#endif /* _ASA_USER_ASA_H_ */