SPSA2¶
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public class
SPSA2
¶ Implements SPSA optimisation algorithm (Simultaneous Perturbation Stochastic Approximation). This version of the algorithm keeps OD matrix constant, but optimises start and end node probabilities (the probability of a trip starting/ending at a particular node within LAD). http://www.jhuapl.edu/SPSA/
Author: Milan Lovric
Fields¶
Methods¶
getLossFunctionEvaluations¶
initialise¶
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public void
initialise
(RoadNetworkAssignment rna, Properties props, ODMatrixMultiKey odm, HashMap<Integer, Double> initialThetaStart, HashMap<Integer, Double> initialThetaEnd, double a, double A, double c, double alpha, double gamma)¶ Initialise the SPSA algorithm with starting values.
Parameters: - rna – Road network assignment
- props – Parameters from the config file.
- odm – Origin-destination matrix.
- initialThetaStart – Initial start node probabilities.
- initialThetaEnd – Initial end node probabilities.
- a – SPSA parameter.
- A – SPSA parameter.
- c – SPSA parameter.
- alpha – SPSA parameter.
- gamma – SPSA parameter.