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1 | // Created on: 1991-05-14 |
2 | // Created by: Laurent PAINNOT |
3 | // Copyright (c) 1991-1999 Matra Datavision |
4 | // Copyright (c) 1999-2014 OPEN CASCADE SAS |
5 | // |
6 | // This file is part of Open CASCADE Technology software library. |
7 | // |
8 | // This library is free software; you can redistribute it and/or modify it under |
9 | // the terms of the GNU Lesser General Public License version 2.1 as published |
10 | // by the Free Software Foundation, with special exception defined in the file |
11 | // OCCT_LGPL_EXCEPTION.txt. Consult the file LICENSE_LGPL_21.txt included in OCCT |
12 | // distribution for complete text of the license and disclaimer of any warranty. |
13 | // |
14 | // Alternatively, this file may be used under the terms of Open CASCADE |
15 | // commercial license or contractual agreement. |
16 | |
17 | #ifndef _math_FRPR_HeaderFile |
18 | #define _math_FRPR_HeaderFile |
19 | |
20 | #include <Standard.hxx> |
21 | #include <Standard_DefineAlloc.hxx> |
22 | #include <Standard_Handle.hxx> |
23 | |
24 | #include <Standard_Boolean.hxx> |
25 | #include <math_Vector.hxx> |
26 | #include <Standard_Real.hxx> |
27 | #include <Standard_Integer.hxx> |
28 | #include <math_Status.hxx> |
29 | #include <Standard_OStream.hxx> |
30 | class Standard_DimensionError; |
31 | class StdFail_NotDone; |
32 | class math_MultipleVarFunctionWithGradient; |
33 | |
34 | |
35 | |
36 | //! this class implements the Fletcher-Reeves-Polak_Ribiere minimization |
37 | //! algorithm of a function of multiple variables. |
38 | //! Knowledge of the function's gradient is required. |
39 | class math_FRPR |
40 | { |
41 | public: |
42 | |
43 | DEFINE_STANDARD_ALLOC |
44 | |
45 | |
46 | |
47 | //! Initializes the computation of the minimum of F. |
48 | //! Warning: constructor does not perform computations. |
49 | Standard_EXPORT math_FRPR(const math_MultipleVarFunctionWithGradient& theFunction, const Standard_Real theTolerance, const Standard_Integer theNbIterations = 200, const Standard_Real theZEPS = 1.0e-12); |
50 | |
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51 | //! Destructor |
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52 | Standard_EXPORT virtual ~math_FRPR(); |
53 | |
54 | |
55 | //! The solution F = Fi is found when |
56 | //! 2.0 * abs(Fi - Fi-1) <= Tolerance * (abs(Fi) + abs(Fi-1) + ZEPS). |
57 | Standard_EXPORT void Perform (math_MultipleVarFunctionWithGradient& theFunction, const math_Vector& theStartingPoint); |
58 | |
59 | |
60 | //! The solution F = Fi is found when: |
61 | //! 2.0 * abs(Fi - Fi-1) <= Tolerance * (abs(Fi) + abs(Fi-1)) + ZEPS. |
62 | //! The maximum number of iterations allowed is given by NbIterations. |
63 | virtual Standard_Boolean IsSolutionReached (math_MultipleVarFunctionWithGradient& theFunction); |
64 | |
65 | //! Returns true if the computations are successful, otherwise returns false. |
66 | Standard_Boolean IsDone() const; |
67 | |
68 | //! returns the location vector of the minimum. |
69 | //! Exception NotDone is raised if the minimum was not found. |
70 | const math_Vector& Location() const; |
71 | |
72 | //! outputs the location vector of the minimum in Loc. |
73 | //! Exception NotDone is raised if the minimum was not found. |
74 | //! Exception DimensionError is raised if the range of Loc is not |
75 | //! equal to the range of the StartingPoint. |
76 | void Location (math_Vector& Loc) const; |
77 | |
78 | //! returns the value of the minimum. |
79 | //! Exception NotDone is raised if the minimum was not found. |
80 | Standard_Real Minimum() const; |
81 | |
82 | //! returns the gradient vector at the minimum. |
83 | //! Exception NotDone is raised if the minimum was not found. |
84 | const math_Vector& Gradient() const; |
85 | |
86 | //! outputs the gradient vector at the minimum in Grad. |
87 | //! Exception NotDone is raised if the minimum was not found. |
88 | //! Exception DimensionError is raised if the range of Grad is not |
89 | //! equal to the range of the StartingPoint. |
90 | void Gradient (math_Vector& Grad) const; |
91 | |
92 | //! returns the number of iterations really done during the |
93 | //! computation of the minimum. |
94 | //! Exception NotDone is raised if the minimum was not found. |
95 | Standard_Integer NbIterations() const; |
96 | |
97 | //! Prints on the stream o information on the current state |
98 | //! of the object. |
99 | //! Is used to redefine the operator <<. |
100 | Standard_EXPORT void Dump (Standard_OStream& o) const; |
101 | |
102 | |
103 | |
104 | |
105 | protected: |
106 | |
107 | |
108 | |
109 | math_Vector TheLocation; |
110 | math_Vector TheGradient; |
111 | Standard_Real TheMinimum; |
112 | Standard_Real PreviousMinimum; |
113 | Standard_Real XTol; |
114 | Standard_Real EPSZ; |
115 | |
116 | |
117 | private: |
118 | |
119 | |
120 | |
121 | Standard_Boolean Done; |
122 | Standard_Integer Iter; |
123 | Standard_Integer State; |
124 | math_Status TheStatus; |
125 | Standard_Integer Itermax; |
126 | |
127 | |
128 | }; |
129 | |
130 | |
131 | #include <math_FRPR.lxx> |
132 | |
133 | |
134 | |
135 | |
136 | |
137 | #endif // _math_FRPR_HeaderFile |