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4bbaf12b 1// Created on: 2014-01-20
2// Created by: Alexaner Malyshev
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
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,
5493d334 34 const Standard_Real theC = 9,
35 const Standard_Real theDiscretizationTol = 1.0e-2,
36 const Standard_Real theSameTol = 1.0e-7);
4bbaf12b 37
38 Standard_EXPORT void SetGlobalParams(math_MultipleVarFunction* theFunc,
39 const math_Vector& theA,
40 const math_Vector& theB,
5493d334 41 const Standard_Real theC = 9,
42 const Standard_Real theDiscretizationTol = 1.0e-2,
43 const Standard_Real theSameTol = 1.0e-7);
4bbaf12b 44
45 Standard_EXPORT void SetLocalParams(const math_Vector& theLocalA,
46 const math_Vector& theLocalB);
47
5493d334 48 Standard_EXPORT void SetTol(const Standard_Real theDiscretizationTol,
49 const Standard_Real theSameTol);
50
51 Standard_EXPORT void GetTol(Standard_Real& theDiscretizationTol,
52 Standard_Real& theSameTol);
53
4bbaf12b 54 Standard_EXPORT ~math_GlobOptMin();
55
56 Standard_EXPORT void Perform();
57
58 //! Get best functional value.
59 Standard_EXPORT Standard_Real GetF();
60
61 //! Return count of global extremas. NbExtrema <= MAX_SOLUTIONS.
62 Standard_EXPORT Standard_Integer NbExtrema();
63
64 //! Return solution i, 1 <= i <= NbExtrema.
65 Standard_EXPORT void Points(const Standard_Integer theIndex, math_Vector& theSol);
66
5493d334 67 Standard_Boolean isDone();
68
4bbaf12b 69private:
70
71 math_GlobOptMin & operator = (const math_GlobOptMin & theOther);
72
73 Standard_Boolean computeLocalExtremum(const math_Vector& thePnt, Standard_Real& theVal, math_Vector& theOutPnt);
74
75 void computeGlobalExtremum(Standard_Integer theIndex);
76
77 //! Check that myA <= pnt <= myB
78 Standard_Boolean isInside(const math_Vector& thePnt);
79
80 Standard_Boolean isStored(const math_Vector &thePnt);
4bbaf12b 81
82 // Input.
83 math_MultipleVarFunction* myFunc;
84 Standard_Integer myN;
85 math_Vector myA; // Left border on current C2 interval.
86 math_Vector myB; // Right border on current C2 interval.
87 math_Vector myGlobA; // Global left border.
88 math_Vector myGlobB; // Global right border.
5493d334 89 Standard_Real myTol; // Discretization tolerance, default 1.0e-2.
90 Standard_Real mySameTol; // points with ||p1 - p2|| < mySameTol is equal,
91 // function values |val1 - val2| * 0.01 < mySameTol is equal,
92 // default value is 1.0e-7.
93 Standard_Real myC; //Lipschitz constant, default 9
4bbaf12b 94
95 // Output.
96 Standard_Boolean myDone;
97 NCollection_Sequence<Standard_Real> myY;// Current solutions.
98 Standard_Integer mySolCount; // Count of solutions.
99
100 // Algorithm data.
101 Standard_Real myZ;
4bbaf12b 102 Standard_Real myE1; // Border coeff.
103 Standard_Real myE2; // Minimum step size.
104 Standard_Real myE3; // Local extrema starting parameter.
105
5493d334 106 math_Vector myX; // Current modified solution.
107 math_Vector myTmp; // Current modified solution.
4bbaf12b 108 math_Vector myV; // Steps array.
5493d334 109 math_Vector myMaxV; // Max Steps array.
4bbaf12b 110
111 Standard_Real myF; // Current value of Global optimum.
112};
113
114const Handle(Standard_Type)& TYPE(math_GlobOptMin);
115
116#endif