?? asa-readme+.txt
字號:
this file I have included the first 1987 VFSR code, the precursor to
the ASA code, as used on a specific project, including the RATFOR
vfsr.r and vfsr_com.r code, subsequently compiled into FORTRAN to run
on a Lawrence Livermore supercomputer. I do not support this old
RATFOR code.
The file http://www.ingber.com/asa_examples.txt in the ASA
archive contains some example problems using ASA. There is a CONTENTS
of sections headers that can be used to search on topics in your
browser or editor. This file contains some "toy" problems optimized
using ASA, which can provide immediate examples on how you can
optimize your own problem.
The file http://www.ingber.com/asa_papers.html is an addendum to
the ASA-NOTES file in the ASA code, containing references to some
patents and papers using ASA or its precursor VFSR.
The file asa_new.txt in the ASA archive is a list of major
changes in ASA. The files ASA-README.txt, ASA-README.ps and
ASA-README.pdf included with the code also are available independently
as http://www.ingber.com/ASA-README.txt,
http://www.ingber.com/ASA-README.ps.gz,
http://www.ingber.com/ASA-README.html,
http://www.ingber.com/ASA-README.pdf.
There is a set of ASA_TEMPLATE's available in the ASA-Makefile
and in the user module (some also in the asa module) to illustrate use
of particular OPTIONS, as listed under ASA_TEMPLATE below. You can
search on these ASA_TEMPLATE's in your browser or editor to see how
these are implemented. Note that some OPTIONS require your input, as
described below, and code may fail until you add your own code. Once
you have determined the most common set of DEFINE_OPTIONS you are
likely to use, you might place these in your own TEMPLATE at the top
of asa_usr_asa.h at the location specified, e.g.,
#if MY_TEMPLATE /* MY_TEMPLATE_asa_user */
/* you can add your own set of #define here */
#define ... TRUE
#define ... 100
#endif
See http://www.ingber.com/utils_file_formats.txt for some links
to information on gzip, PostScript, PDF, tar, and shar utilities. The
- 4 -
Adaptive Simulated Annealing (ASA) Lester Ingber
file 00index_utils in that directory gives short statements describing
these files, which may be accessed as
http://www.ingber.com/index_utils.html under WWW.
[1m3.4. Use of Documentation for Tuning[0m
I'm often asked how how I can help someone tune their system, and
they send me their cost function or a list of the ASA OPTIONS they are
using. Most often, the best help I can provide is based on my own
experience that nonlinear systems typically are non-typical. In
practice, that means that trying to figure out the nature of the cost
function under sampling in order to tune ASA (or likely to similarly
tune a hard problem under any sampling algorithm), by examining just
the cost function, likely will not be as productive as generating more
intermediate printout, e.g., setting ASA_PRINT_MORE to TRUE, and
looking at this output as a "grey box" of insight into your
optimization problem. Larger files with more information is provided
by setting ASA_PIPE_FILE to TRUE. Treat the output of ASA as a
simulation in the ASA parameter space, which usually is quite a
different space than the variable space of your system.
For example, you should be able to see where and how your
solution might be getting stuck in a local minima for a very long
time, or where the last saved state is still fluctuating across a wide
portion of your state space. These observations should suggest how
you might try speeding up or slowing down annealing/quenching of the
parameter space and/or tightening or loosening the acceptance criteria
at different stages by modifying the OPTIONS, e.g., starting with the
OPTIONS that can be easily adjusted using the asa_opt file.
The ASA-NOTES file that comes with the ASA code provides some
guidelines for tuning that may provide some insights, especially the
section Some Tuning Guidelines. An especially important guide is to
examine the output of ASA at several stages of sampling, to see if
changes in parameter and temperatures are reasonably correlated to
changes in the cost function. Examples of useful OPTIONS that often
give quick changes in tuning in some "toy" problems are in the file
http://www.ingber.com/asa_examples.txt under WWW. Some of the reprint
files of published papers in the ingber.com provide other examples in
harder systems, and perhaps you might find some examples of harder
systems using ASA similar to your own in
http://www.ingber.com/asa_papers.html under WWW. This is the best way
to add some Art to the Science of annealing.
While the upside of using ASA is that is has many OPTIONS
available for tuning, derived in large part from feedback from many
users over many years, making it extremely robust across many systems,
the downside is that the learning curve can be steep especially if the
default settings or simple tweaking in asa_opt do not work very well
for your particular system, and you then must turn to using more ASA
OPTIONS. Most of these OPTIONS have useful guides in the
ASA_TEMPLATEs in asa_usr.c, as well as being documented here. If you
really get stuck, you may consider working with someone else who
- 5 -
Adaptive Simulated Annealing (ASA) Lester Ingber
already has climbed this learning curve and whose experience might
offer quick help.
[1m4. Availability of ASA Code[0m
[1m4.1. ingber.com[0m
The latest Adaptive Simulated Annealing (ASA) code and some
related papers can be accessed from the home page
http://www.ingber.com/ under WWW, or retrieved via anonymous ftp from
ftp.ingber.com.
Interactively [brackets signify machine prompts]:
[your_machine%] ftp ftp.ingber.com
[Name (...):] anonymous
[Password:] your_e-mail_address
[ftp>] binary
[ftp>] ls
[ftp>] get file_of_interest
[ftp>] quit
The home page http://www.ingber.com/ under WWW, and the ASCII
version 00index.txt, contain an index of the other files.
The latest version of ASA, ASA-x.y (x and y are version numbers),
can be obtained in two formats: http://www.ingber.com/ASA.tar.gz and
http://www.ingber.com/ASA.zip. The tar'd versions is compressed in
gzip format, and ASA.tar.gz. In the zip'd version, ASA.zip, all files
have been processed for DOS format.
Patches ASA-diff-x1.y1-x2.y2 up to the present version can be
prepared if a good case for doing so is presented, e.g. to facilitate
updating your own modified codes. These may be concatenated as
required before applying. If you require a specific patch, contact
ingber@ingber.com.
[1m4.2. Electronic Mail[0m
If you do not have WWW or FTP access, get the Guide to Offline
Internet Access, returned by sending an e-mail to
mail-server@rtfm.mit.edu with only the words "send
usenet/news.answers/internet-services/access-via-email" in the body of
the message. The guide gives information on using e-mail to access
just about all InterNet information and documents. You will receive
the information in utils_access-via-email.txt in the ASA archive.
[1m5. Background[0m
- 6 -
Adaptive Simulated Annealing (ASA) Lester Ingber
[1m5.1. Context[0m
Too often the management of complex systems is ill-served by not
utilizing the best tools available. For example, requirements set by
decision-makers often are not formulated in the same language as
constructs formulated by powerful mathematical formalisms, and so the
products of analyses are not properly or maximally utilized, even if
and when they come close to faithfully representing the powerful
intuitions they are supposed to model. In turn, even powerful
mathematical constructs are ill-served, especially when dealing with
multivariate nonlinear complex systems, when these formalisms are
butchered into quasi-linear approximations to satisfy constraints of
numerical algorithms familiar to particular analysts, but which tend
to destroy the power of the intuitive constructs developed by
decision-makers.
In order to deal with fitting parameters or exploring
sensitivities of variables, as models of systems have become more
sophisticated in describing complex behavior, it has become
increasingly important to retain and respect the nonlinearities
inherent in these models, as they are indeed present in the complex
systems they model. ASA can help to handle these fits of nonlinear
models of real-world data.
It helps to visualize the problems presented by such complex
systems as a geographical terrain. For example, consider a mountain
range, with two "parameters," e.g., along the North-South and
East-West directions. We wish to find the lowest valley in this
terrain. ASA approaches this problem similar to using a bouncing ball
that can bounce over mountains from valley to valley. We start at a
high "temperature," where the temperature is an ASA parameter that
mimics the effect of a fast moving particle in a hot object like a hot
molten metal, thereby permitting the ball to make very high bounces
and being able to bounce over any mountain to access any valley, given
enough bounces. As the temperature is made relatively colder, the
ball cannot bounce so high, and it also can settle to become trapped
in relatively smaller ranges of valleys.
We imagine that our mountain range is aptly described by a "cost
function." We define probability distributions of the two directional
parameters, called generating distributions since they generate
possible valleys or states we are to explore. We define another
distribution, called the acceptance distribution, which depends on the
difference of cost functions of the present generated valley we are to
explore and the last saved lowest valley. The acceptance distribution
decides probabilistically whether to stay in a new lower valley or to
bounce out of it. All the generating and acceptance distributions
depend on temperatures.
The ASA code was first developed in 1987 as Very Fast Simulated
Reannealing (VFSR) to deal with the necessity of performing adaptive
global optimization on multivariate nonlinear stochastic systems[2].
The first published use of VFSR for a complex systems was in combat
- 7 -
Adaptive Simulated Annealing (ASA) Lester Ingber
analysis, using a model of combat first developed in 1986, and then
applied to exercise and simulation data in a series of papers that
spanned 1988-1993[3]. The first applications to combat analysis used
code written in RATFOR and converted into FORTRAN. Other applications
since then have used new code written in C. (The ASA-NOTES file
contains some comments on interfacing ASA with FORTRAN codes.)
In November 1992, the VFSR C-code was rewritten, e.g., changing
to the use of long descriptive names, and made publicly available as
version 6.35 under a "copyleft" GNU General Public License (GPL)[4],
and copies were placed in NETLIB and STATLIB.
Beginning in January 93, many adaptive features were developed,
largely in response to users' requests, leading to this ASA code.
Until 1996, ASA was located at http://www.alumni.caltech.edu/~ingber/.
Pointers were placed in NETLIB and STATLIB to this location. ASA
versions 1.1 through 5.13 retained the GPL, but subsequent versions
through this one have incorporated a simpler ASA-LICENSE, based in
part on a University of California license, that protects the
integrity of the algorithm, promotes widespread usage, and requires
reference to current source code. As the archive grew, more room and
maintenance was required, and in February 1996 the site was moved to
the present ingber.com location. Pointers were placed in the Caltech
site to this location. http://alumni.caltech.edu/~ingber is the
mirror homepage for the ASA site. Beginning in January 2007, ASA also
is listed at http://asa-caltech.sourceforge.net (http://asa-
caltech.sf.net).
ASA has been examined in the context of a review of methods of
simulated annealing using annealing versus quenching (faster
temperature schedules than permitted by basic heuristic proof of
ergodicity)[5]. A paper has indicated how this technique can be
?? 快捷鍵說明
復制代碼
Ctrl + C
搜索代碼
Ctrl + F
全屏模式
F11
切換主題
Ctrl + Shift + D
顯示快捷鍵
?
增大字號
Ctrl + =
減小字號
Ctrl + -