The Boltzmann Machine


This program is copyright © 1996 by the author. It is made available as is, and no warranty - about the program, its performance, or its conformity to any specification - is given or implied. It may be used, modified, and distributed freely for private and commercial purposes, as long as the original author is credited as part of the final work.

Boltzmann Machine Simulator

/******************************************************************************

                      ==========================================
        Network:      Boltzmann Machine with Simulated Annealing
                      ==========================================

        Application:  Optimization
                      Traveling Salesman Problem

        Author:       Karsten Kutza
        Date:         21.2.96

        Reference:    D.H. Ackley, G.E. Hinton, T.J. Sejnowski
                      A Learning Algorithm for Boltzmann Machines
                      Cognitive Science, 9, pp. 147-169, 1985

 ******************************************************************************/




/******************************************************************************
                            D E C L A R A T I O N S
 ******************************************************************************/


#include <stdlib.h>
#include <stdio.h>
#include <math.h>


typedef int           BOOL;
typedef int           INT;
typedef double        REAL;

#define FALSE         0
#define TRUE          1
#define NOT           !
#define AND           &&
#define OR            ||

#define PI            (2*asin(1))
#define sqr(x)        ((x)*(x))


typedef struct {                     /* A NET:                                */
        INT           Units;         /* - number of units in this net         */
        BOOL*         Output;        /* - output of ith unit                  */
        INT*          On;            /* - counting on states in equilibrium   */
        INT*          Off;           /* - counting off states in equilibrium  */
        REAL*         Threshold;     /* - threshold of ith unit               */
        REAL**        Weight;        /* - connection weights to ith unit      */
        REAL          Temperature;   /* - actual temperature                  */
} NET;


/******************************************************************************
        R A N D O M S   D R A W N   F R O M   D I S T R I B U T I O N S
 ******************************************************************************/


void InitializeRandoms()
{
  srand(4711);
}


BOOL RandomEqualBOOL()
{
  return rand() % 2;
}


INT RandomEqualINT(INT Low, INT High)
{
  return rand() % (High-Low+1) + Low;
}      


REAL RandomEqualREAL(REAL Low, REAL High)
{
  return ((REAL) rand() / RAND_MAX) * (High-Low) + Low;
}      


/******************************************************************************
               A P P L I C A T I O N - S P E C I F I C   C O D E
 ******************************************************************************/


#define NUM_CITIES    10
#define N             (NUM_CITIES * NUM_CITIES)

REAL                  Gamma;
REAL                  Distance[NUM_CITIES][NUM_CITIES];

FILE*                 f;


void InitializeApplication(NET* Net)
{
  INT  n1,n2;
  REAL x1,x2,y1,y2;
  REAL Alpha1, Alpha2;

  Gamma = 7;
  for (n1=0; n1<NUM_CITIES; n1++) {
    for (n2=0; n2<NUM_CITIES; n2++) {
      Alpha1 = ((REAL) n1 / NUM_CITIES) * 2 * PI;
      Alpha2 = ((REAL) n2 / NUM_CITIES) * 2 * PI;
      x1 = cos(Alpha1);
      y1 = sin(Alpha1);
      x2 = cos(Alpha2);
      y2 = sin(Alpha2);
      Distance[n1][n2] = sqrt(sqr(x1-x2) + sqr(y1-y2));
    }
  }
  f = fopen("BOLTZMAN.txt", "w");
  fprintf(f, "Temperature    Valid    Length    Tour\n\n");
}


void CalculateWeights(NET* Net)
{
  INT  n1,n2,n3,n4;
  INT  i,j;
  INT  Pred_n3, Succ_n3;
  REAL Weight;

  for (n1=0; n1<NUM_CITIES; n1++) {
    for (n2=0; n2<NUM_CITIES; n2++) {
      i = n1*NUM_CITIES+n2;
      for (n3=0; n3<NUM_CITIES; n3++) {
        for (n4=0; n4<NUM_CITIES; n4++) {
          j = n3*NUM_CITIES+n4;
          Weight = 0;
          if (i!=j) {
            Pred_n3 = (n3==0 ? NUM_CITIES-1 : n3-1);
            Succ_n3 = (n3==NUM_CITIES-1 ? 0 : n3+1);
            if ((n1==n3) OR (n2==n4))
              Weight = -Gamma;
            else if ((n1 == Pred_n3) OR (n1 == Succ_n3))
              Weight = -Distance[n2][n4];
          }
          Net->Weight[i][j] = Weight;
        }
      }
      Net->Threshold[i] = -Gamma/2;
    }
  }
}


BOOL ValidTour(NET* Net)
{
  INT n1,n2;
  INT Cities, Stops;

  for (n1=0; n1<NUM_CITIES; n1++) {
    Cities = 0;
    Stops  = 0;
    for (n2=0; n2<NUM_CITIES; n2++) {
      if (Net->Output[n1*NUM_CITIES+n2]) {
        if (++Cities > 1) 
          return FALSE;
      }
      if (Net->Output[n2*NUM_CITIES+n1]) {
        if (++Stops > 1) 
          return FALSE;
      }
    }
    if ((Cities != 1) OR (Stops != 1))
      return FALSE;
  }
  return TRUE;
}


REAL LengthOfTour(NET* Net)
{
  INT  n1,n2,n3;
  REAL Length;

  Length = 0;
  for (n1=0; n1<NUM_CITIES; n1++) {
    for (n2=0; n2<NUM_CITIES; n2++) {
      if (Net->Output[((n1) % NUM_CITIES)*NUM_CITIES+n2])
        break;
    }
    for (n3=0; n3<NUM_CITIES; n3++) {
      if (Net->Output[((n1+1) % NUM_CITIES)*NUM_CITIES+n3])
        break;
    }
    Length += Distance[n2][n3];
  }
  return Length;
}


void WriteTour(NET* Net)
{
  INT  n1,n2;
  BOOL First;

  if (ValidTour(Net))
    fprintf(f, "%11.6f      yes    %6.3f    ", Net->Temperature, LengthOfTour(Net));
  else
    fprintf(f, "%11.6f       no              ", Net->Temperature);

  for (n1=0; n1<NUM_CITIES; n1++) {
    First = TRUE;
    fprintf(f, "[");
    for (n2=0; n2<NUM_CITIES; n2++) {
      if (Net->Output[n1*NUM_CITIES+n2]) {
        if (First) {
          First = FALSE;
          fprintf(f, "%d", n2);
        }
        else {
          fprintf(f, ", %d", n2);
        }
      }
    }
    fprintf(f, "]");
    if (n1 != NUM_CITIES-1) {
      fprintf(f, " -> ");
    }
  }
  fprintf(f, "\n");
}


void FinalizeApplication(NET* Net)
{
  fclose(f);
}


/******************************************************************************
                          I N I T I A L I Z A T I O N
 ******************************************************************************/


void GenerateNetwork(NET* Net)
{
  INT i;

  Net->Units     = N;
  Net->Output    = (BOOL*)  calloc(N, sizeof(BOOL));
  Net->On        = (INT*)   calloc(N, sizeof(INT));
  Net->Off       = (INT*)   calloc(N, sizeof(INT));
  Net->Threshold = (REAL*)  calloc(N, sizeof(REAL));
  Net->Weight    = (REAL**) calloc(N, sizeof(REAL*));

  for (i=0; i<N; i++) {
    Net->Weight[i] = (REAL*) calloc(N, sizeof(REAL));
  }
}


void SetRandom(NET* Net)
{
  INT i;
   
  for (i=0; i<Net->Units; i++) {
    Net->Output[i] = RandomEqualBOOL();
  }
}


/******************************************************************************
                     P R O P A G A T I N G   S I G N A L S
 ******************************************************************************/


void PropagateUnit(NET* Net, INT i)
{
  INT  j;
  REAL Sum, Probability;

  Sum = 0;
  for (j=0; j<Net->Units; j++) {
    Sum += Net->Weight[i][j] * Net->Output[j];
  }
  Sum -= Net->Threshold[i];
  Probability = 1 / (1 + exp(-Sum / Net->Temperature));
  if (RandomEqualREAL(0, 1) <= Probability)
    Net->Output[i] = TRUE;
  else
    Net->Output[i] = FALSE;
}


/******************************************************************************
                      S I M U L A T I N G   T H E   N E T
 ******************************************************************************/


void BringToThermalEquilibrium(NET* Net)
{
  INT n,i;

  for (i=0; i<Net->Units; i++) {
    Net->On[i]  = 0;
    Net->Off[i] = 0;
  }

  for (n=0; n<1000*Net->Units; n++) {
    PropagateUnit(Net, i = RandomEqualINT(0, Net->Units-1));
  }
  for (n=0; n<100*Net->Units; n++) {
    PropagateUnit(Net, i = RandomEqualINT(0, Net->Units-1));
    if (Net->Output[i])
      Net->On[i]++;
    else
      Net->Off[i]++;
  }

  for (i=0; i<Net->Units; i++) {
    Net->Output[i] = Net->On[i] > Net->Off[i];
  }
}


void Anneal(NET* Net)
{
  Net->Temperature = 100;
  do {
    BringToThermalEquilibrium(Net);
    WriteTour(Net);
    Net->Temperature *= 0.99;
  } while (NOT ValidTour(Net));
}


/******************************************************************************
                                    M A I N
 ******************************************************************************/


void main()
{
  NET Net;

  InitializeRandoms();
  GenerateNetwork(&Net);
  InitializeApplication(&Net);
  CalculateWeights(&Net);
  SetRandom(&Net);
  Anneal(&Net);
  FinalizeApplication(&Net);
}

Simulator Output for the Traveling Salesman Problem

Temperature    Valid    Length    Tour

 100.000000       no              []->[]->[]->[]->[]->[]->[]->[]->[]->[]
  99.000000       no              []->[]->[]->[]->[]->[]->[]->[]->[]->[]
  98.010000       no              []->[0]->[]->[]->[]->[]->[]->[]->[]->[]
  97.029900       no              []->[]->[]->[]->[]->[]->[]->[]->[]->[]
  96.059601       no              []->[]->[]->[]->[]->[]->[]->[]->[]->[]
  95.099005       no              []->[]->[]->[]->[]->[]->[]->[]->[]->[9]
  94.148015       no              []->[]->[]->[]->[5]->[]->[0]->[]->[]->[]
  93.206535       no              []->[]->[]->[]->[]->[]->[]->[9]->[]->[]
  92.274469       no              []->[]->[]->[]->[]->[]->[]->[]->[]->[]
  91.351725       no              []->[]->[]->[]->[]->[]->[]->[]->[]->[]
          .        .              .
          .        .              .
          .        .              .
   0.763958       no              [5]->[]->[]->[0]->[]->[]->[]->[]->[7]->[6]
   0.756318       no              []->[0]->[1]->[2]->[]->[8]->[7]->[6]->[5]->[3]
   0.748755       no              []->[]->[]->[]->[]->[]->[7]->[6]->[]->[]
   0.741268       no              []->[]->[]->[]->[]->[]->[]->[]->[]->[]
   0.733855       no              [0]->[]->[]->[]->[]->[]->[]->[2]->[]->[]
   0.726516       no              []->[2]->[3]->[]->[]->[]->[]->[]->[0]->[9]
   0.719251       no              []->[]->[]->[]->[]->[5]->[]->[]->[]->[]
   0.712059       no              []->[]->[]->[]->[]->[]->[]->[]->[7]->[]
   0.704938       no              []->[]->[]->[]->[8]->[]->[9]->[]->[]->[3]
   0.697889      yes     7.295    [8]->[9]->[0]->[1]->[2]->[3]->[5]->[4]->[6]->[7]



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