Simulated annealing Algorithm

General Usage
1

Hello, I am trying to implement a basic simulated annealing Algorithm and test it on some benchmarks but when I test it on Rosenbrock Function I got some errors ( MethodError: objects of type Int64 are not callable ) any help ?

function simulated_annealing(cost,
                             s0,
                             neighbor,
                             temperature,
                             iterations,
                             keep_best,
                             trace)
 
  # Set our current state to the specified intial state.
  s = s0
 
  # Set the best state we've seen to the intial state.
  best_s = s0
 
  # We always perform a fixed number of iterations.
  for i = 1:iterations
    t = temperature(i)
    s_n = neighbor(s)
    if trace println("$i: s = $s") end
    if trace println("$i: s_n = $s_n") end
    y = cost(s)
    y_n = cost(s_n)
    if trace println("$i: y = $y") end
    if trace println("$i: y_n = $y_n") end
    if y_n <= y
      s = s_n
      if trace println("Accepted") end
    else
      p = exp(- ((y_n - y) / t))
      if trace println("$i: p = $p") end
      if rand() <= p
        s = s_n
        if trace println("Accepted") end
      else
        s = s
        if trace println("Rejected") end
      end
    end
    if trace println() end
    if cost(s) < cost(best_s)
      best_s = s
    end
  end
 
  if keep_best
    best_s
  else
    s
  end
end

Function to test :

function rosenbrock(x, y)
  (1 - x)^2 + 100(y - x^2)^2
end
 
function neighbors(z)
  [rand_uniform(z[1] - 1, z[1] + 1), rand_uniform(z[2] - 1, z[2] + 1)]
end


 
solution = simulated_annealing(z -> rosenbrock(z[1], z[2]),
                               [0, 0],
                               neighbors,
                               1,
                               10000,
                               true,
                               false)
2

You call simulated_annealing with parameter temperatur = 1::Int64 and therefore this line

t = temperature(i)

creates the error.

3

I got it . but i tried to use log_temperature before and it doesn’t work .

I mean i tried it in this way

load("simulated_annealing.jl")
load("../rng.jl")
 
function rosenbrock(x, y)
  (1 - x)^2 + 100(y - x^2)^2
end
 
function neighbors(z)
  [rand_uniform(z[1] - 1, z[1] + 1), rand_uniform(z[2] - 1, z[2] + 1)]
end
 
srand(1)
 
solution = simulated_annealing(z -> rosenbrock(z[1], z[2]),
                               [0, 0],
                               neighbors,
                               log_temperature,
                               10000,
                               true,
                               false)
4

And what is log_temperature ?

5

1 / log(t)

6

I would prefer code as explanation, for copy&paste.
I have to guess that

log_temperature(t) = 1 / log(t)

and how you call simulated_annealing now. Please a MWE: Please read: make it easier to help you!

7

Yes this is what i mean

load("simulated_annealing.jl")
load("../rng.jl")
 
function rosenbrock(x, y)
  (1 - x)^2 + 100(y - x^2)^2
end
 
function neighbors(z)
  [rand_uniform(z[1] - 1, z[1] + 1), rand_uniform(z[2] - 1, z[2] + 1)]
end
 
srand(1)
log_temperature(t) = 1 / log(t)
solution = simulated_annealing(z -> rosenbrock(z[1], z[2]),
                               [0, 0],
                               neighbors,
                               log_temperature,
                               10000,
                               true,
                               false)
8

Can you just put all the code into one nice big textfile
so that we can run your code to see what error message you get?
This will make it easy for us to debug your program.

We are tired of guessing.

1 Like
9

ERROR: UndefVarError: rand_uniform not defined

You have something for that for me to copy/paste?

10 
function simulated_annealing(cost,
                             s0,
                             neighbor,
                             temperature,
                             iterations,
                             keep_best,
                             trace)
 
  # Set our current state to the specified intial state.
  s = s0
 
  # Set the best state we've seen to the intial state.
  best_s = s0
 
  # We always perform a fixed number of iterations.
  for i = 1:iterations
    t = temperature(i)
    s_n = neighbor(s)
    if trace println("$i: s = $s") end
    if trace println("$i: s_n = $s_n") end
    y = cost(s)
    y_n = cost(s_n)
    if trace println("$i: y = $y") end
    if trace println("$i: y_n = $y_n") end
    if y_n <= y
      s = s_n
      if trace println("Accepted") end
    else
      p = exp(- ((y_n - y) / t))
      if trace println("$i: p = $p") end
      if rand() <= p
        s = s_n
        if trace println("Accepted") end
      else
        s = s
        if trace println("Rejected") end
      end
    end
    if trace println() end
    if cost(s) < cost(best_s)
      best_s = s
    end
  end
 
  if keep_best
    best_s
  else
    s
  end
end

# Find a solution of the Rosenbrock function using SA.
load("simulated_annealing.jl")
load("../rng.jl")
 
function rosenbrock(x, y)
  (1 - x)^2 + 100(y - x^2)^2
end
 
function neighbors(z)
  [rand_uniform(z[1] - 1, z[1] + 1), rand_uniform(z[2] - 1, z[2] + 1)]
end
 
srand(1)
log_temperature(t) = 1 / log(t)
solution = simulated_annealing(z -> rosenbrock(z[1], z[2]),
                               [0, 0],
                               neighbors,
                               log_temperature,
                               10000,
                               true,
                               false)
11

Yes, sorry i thought that you just need the code and you will test. yes i got this error

12

Exactly, I need the code for rand_uniform. It’s not defined and not part of Random.

If your question is “why this error?” than: because its not defined. :slight_smile:

13

The error is in your definition of Rosenbrock. 100(y - x^2)^2 this is interpreted as calling a function called 100. You can write it as 100*(y - x^2)^2

14

Actually, no. In Julia, this is interpreted as multiplication, since 100 cannot be a function name.

3 Likes