0024608: Development of methods of global optimization of multivariable function
[occt.git] / src / math / math_GlobOptMin.hxx
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4bbaf12b 1// Created on: 2014-01-20
2// Created by: Alexaner Malyshev
3// Copyright (c) 2014-2014 OPEN CASCADE SAS
4//
5// This file is part of Open CASCADE Technology software library.
6//
7// This library is free software; you can redistribute it and/or modify it under
8// the terms of the GNU Lesser General Public License version 2.1 as published
9// by the Free Software Foundation, with special exception defined in the file
10// OCCT_LGPL_EXCEPTION.txt. Consult the file LICENSE_LGPL_21.txt included in OCCT
11// distribution for complete text of the license and disclaimer of any warranty.
12//
13// Alternatively, this file may be used under the terms of Open CASCADE
14// commercial license or contractual agreement.
15
16#ifndef _math_GlobOptMin_HeaderFile
17#define _math_GlobOptMin_HeaderFile
18
19#include <math_MultipleVarFunction.hxx>
20#include <NCollection_Sequence.hxx>
21#include <Standard_Type.hxx>
22
23//! This class represents Evtushenko's algorithm of global optimization based on nonuniform mesh.<br>
24//! Article: Yu. Evtushenko. Numerical methods for finding global extreme (case of a non-uniform mesh). <br>
25//! U.S.S.R. Comput. Maths. Math. Phys., Vol. 11, N 6, pp. 38-54.
26
27class math_GlobOptMin
28{
29public:
30
31 Standard_EXPORT math_GlobOptMin(math_MultipleVarFunction* theFunc,
32 const math_Vector& theA,
33 const math_Vector& theB,
34 Standard_Real theC = 9);
35
36 Standard_EXPORT void SetGlobalParams(math_MultipleVarFunction* theFunc,
37 const math_Vector& theA,
38 const math_Vector& theB,
39 Standard_Real theC = 9);
40
41 Standard_EXPORT void SetLocalParams(const math_Vector& theLocalA,
42 const math_Vector& theLocalB);
43
44 Standard_EXPORT ~math_GlobOptMin();
45
46 Standard_EXPORT void Perform();
47
48 //! Get best functional value.
49 Standard_EXPORT Standard_Real GetF();
50
51 //! Return count of global extremas. NbExtrema <= MAX_SOLUTIONS.
52 Standard_EXPORT Standard_Integer NbExtrema();
53
54 //! Return solution i, 1 <= i <= NbExtrema.
55 Standard_EXPORT void Points(const Standard_Integer theIndex, math_Vector& theSol);
56
57private:
58
59 math_GlobOptMin & operator = (const math_GlobOptMin & theOther);
60
61 Standard_Boolean computeLocalExtremum(const math_Vector& thePnt, Standard_Real& theVal, math_Vector& theOutPnt);
62
63 void computeGlobalExtremum(Standard_Integer theIndex);
64
65 //! Check that myA <= pnt <= myB
66 Standard_Boolean isInside(const math_Vector& thePnt);
67
68 Standard_Boolean isStored(const math_Vector &thePnt);
69
70 Standard_Boolean isDone();
71
72 // Input.
73 math_MultipleVarFunction* myFunc;
74 Standard_Integer myN;
75 math_Vector myA; // Left border on current C2 interval.
76 math_Vector myB; // Right border on current C2 interval.
77 math_Vector myGlobA; // Global left border.
78 math_Vector myGlobB; // Global right border.
79
80 // Output.
81 Standard_Boolean myDone;
82 NCollection_Sequence<Standard_Real> myY;// Current solutions.
83 Standard_Integer mySolCount; // Count of solutions.
84
85 // Algorithm data.
86 Standard_Real myZ;
87 Standard_Real myC; //Lipschitz constant
88 Standard_Real myE1; // Border coeff.
89 Standard_Real myE2; // Minimum step size.
90 Standard_Real myE3; // Local extrema starting parameter.
91
92 math_Vector myX; // Current modified solution
93 math_Vector myTmp; // Current modified solution
94 math_Vector myV; // Steps array.
95
96 Standard_Real myF; // Current value of Global optimum.
97};
98
99const Handle(Standard_Type)& TYPE(math_GlobOptMin);
100
101#endif