SPSA4¶

public class SPSA4¶

Implements SPSA optimisation algorithm (Simultaneous Perturbation Stochastic Approximation). This version optimises Tempro level OD matrix. http://www.jhuapl.edu/SPSA/

Author:	Milan Lovric

Fields¶

THETA_MAX¶

public static final double THETA_MAX¶

THETA_MIN¶

public static final double THETA_MIN¶

Constructors¶

SPSA4¶

public SPSA4(Properties props)¶

Methods¶

getLossFunctionEvaluations¶

public List<Double> getLossFunctionEvaluations()¶

Returns:	Loss function evaluations for all iterations.

getThetaEstimate¶

public RealODMatrixTempro getThetaEstimate()¶

Getter function for the optimisation result (OD matrix).

Returns:	Estimated OD matrix.

initialise¶

public void initialise(RoadNetworkAssignment rna, Zoning zoning, RouteSetGenerator rsg, RealODMatrixTempro initialTheta, double a, double A, double c, double alpha, double gamma)¶

Initialise the SPSA algorithm with starting values.

Parameters:	rna – Road network assignment. zoning – Zoning system for tempro zones. rsg – Route set generator with routes to be used in assignment. initialTheta – Initial OD matrix. a – SPSA parameter. A – SPSA parameter. c – SPSA parameter. alpha – SPSA parameter. gamma – SPSA parameter.

lossFunction¶

public double lossFunction()¶

Calculate the loss function of the latest theta estimate (OD matrix).

Returns:	Loss function.

runSPSA¶

public void runSPSA(int maxIterations)¶

Run the algorithm.

Parameters:	maxIterations – Maximum number of iterations.