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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 | |
27 | class math_GlobOptMin |
28 | { |
29 | public: |
30 | |
31 | Standard_EXPORT math_GlobOptMin(math_MultipleVarFunction* theFunc, |
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32 | const math_Vector& theLowerBorder, |
33 | const math_Vector& theUpperBorder, |
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34 | const Standard_Real theC = 9, |
35 | const Standard_Real theDiscretizationTol = 1.0e-2, |
36 | const Standard_Real theSameTol = 1.0e-7); |
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37 | |
38 | Standard_EXPORT void SetGlobalParams(math_MultipleVarFunction* theFunc, |
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39 | const math_Vector& theLowerBorder, |
40 | const math_Vector& theUpperBorder, |
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41 | const Standard_Real theC = 9, |
42 | const Standard_Real theDiscretizationTol = 1.0e-2, |
43 | const Standard_Real theSameTol = 1.0e-7); |
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44 | |
45 | Standard_EXPORT void SetLocalParams(const math_Vector& theLocalA, |
46 | const math_Vector& theLocalB); |
47 | |
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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 | |
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54 | Standard_EXPORT ~math_GlobOptMin(); |
55 | |
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56 | //! @param isFindSingleSolution - defines whether to find single solution or all solutions. |
57 | Standard_EXPORT void Perform(const Standard_Boolean isFindSingleSolution = Standard_False); |
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58 | |
59 | //! Get best functional value. |
60 | Standard_EXPORT Standard_Real GetF(); |
61 | |
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62 | //! Return count of global extremas. |
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63 | Standard_EXPORT Standard_Integer NbExtrema(); |
64 | |
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65 | //! Return solution theIndex, 1 <= theIndex <= NbExtrema. |
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66 | Standard_EXPORT void Points(const Standard_Integer theIndex, math_Vector& theSol); |
67 | |
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68 | Standard_Boolean isDone(); |
69 | |
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70 | private: |
71 | |
72 | math_GlobOptMin & operator = (const math_GlobOptMin & theOther); |
73 | |
74 | Standard_Boolean computeLocalExtremum(const math_Vector& thePnt, Standard_Real& theVal, math_Vector& theOutPnt); |
75 | |
76 | void computeGlobalExtremum(Standard_Integer theIndex); |
77 | |
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78 | //! Computes starting value / approximation: |
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79 | //! myF - initial best value. |
80 | //! myY - initial best point. |
81 | //! myC - approximation of Lipschitz constant. |
82 | //! to imporve convergence speed. |
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83 | void computeInitialValues(); |
84 | |
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85 | //! Check that myA <= thePnt <= myB |
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86 | Standard_Boolean isInside(const math_Vector& thePnt); |
87 | |
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88 | //! Check presence of thePnt in GlobOpt sequence. |
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89 | Standard_Boolean isStored(const math_Vector &thePnt); |
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90 | |
91 | // Input. |
92 | math_MultipleVarFunction* myFunc; |
93 | Standard_Integer myN; |
94 | math_Vector myA; // Left border on current C2 interval. |
95 | math_Vector myB; // Right border on current C2 interval. |
96 | math_Vector myGlobA; // Global left border. |
97 | math_Vector myGlobB; // Global right border. |
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98 | Standard_Real myTol; // Discretization tolerance, default 1.0e-2. |
99 | Standard_Real mySameTol; // points with ||p1 - p2|| < mySameTol is equal, |
100 | // function values |val1 - val2| * 0.01 < mySameTol is equal, |
101 | // default value is 1.0e-7. |
102 | Standard_Real myC; //Lipschitz constant, default 9 |
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103 | Standard_Boolean myIsFindSingleSolution; // Default value is false. |
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104 | |
105 | // Output. |
106 | Standard_Boolean myDone; |
107 | NCollection_Sequence<Standard_Real> myY;// Current solutions. |
108 | Standard_Integer mySolCount; // Count of solutions. |
109 | |
110 | // Algorithm data. |
111 | Standard_Real myZ; |
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112 | Standard_Real myE1; // Border coeff. |
113 | Standard_Real myE2; // Minimum step size. |
114 | Standard_Real myE3; // Local extrema starting parameter. |
115 | |
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116 | math_Vector myX; // Current modified solution. |
117 | math_Vector myTmp; // Current modified solution. |
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118 | math_Vector myV; // Steps array. |
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119 | math_Vector myMaxV; // Max Steps array. |
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120 | math_Vector myExpandCoeff; // Define expand coefficient between neighboring indiced dimensions. |
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121 | |
122 | Standard_Real myF; // Current value of Global optimum. |
123 | }; |
124 | |
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125 | #endif |