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
6 // This file is part of Open CASCADE Technology software library.
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.
14 // Alternatively, this file may be used under the terms of Open CASCADE
15 // commercial license or contractual agreement.
17 #ifndef _math_BFGS_HeaderFile
18 #define _math_BFGS_HeaderFile
20 #include <Standard.hxx>
21 #include <Standard_DefineAlloc.hxx>
22 #include <Standard_Handle.hxx>
24 #include <Standard_Boolean.hxx>
25 #include <math_Status.hxx>
26 #include <math_Vector.hxx>
27 #include <Standard_Real.hxx>
28 #include <Standard_Integer.hxx>
29 #include <Standard_OStream.hxx>
30 class StdFail_NotDone;
31 class Standard_DimensionError;
32 class math_MultipleVarFunctionWithGradient;
36 //! This class implements the Broyden-Fletcher-Goldfarb-Shanno variant of
37 //! Davidson-Fletcher-Powell minimization algorithm of a function of
38 //! multiple variables.Knowledge of the function's gradient is required.
40 //! It is possible to solve conditional optimization problem on hyperparallelepiped.
41 //! Method SetBoundary is used to define hyperparallelepiped borders. With boundaries
42 //! defined, the algorithm will not make evaluations of the function outside of the
51 //! Initializes the computation of the minimum of a function with
53 //! Tolerance, ZEPS and NbIterations are described in the method Perform.
55 //! A call to the Perform method must be made after this
56 //! initialization to effectively compute the minimum of the
58 Standard_EXPORT math_BFGS(const Standard_Integer NbVariables, const Standard_Real Tolerance = 1.0e-8, const Standard_Integer NbIterations = 200, const Standard_Real ZEPS = 1.0e-12);
60 Standard_EXPORT virtual ~math_BFGS();
62 //! Set boundaries for conditional optimization.
63 //! The expected indices range of vectors is [1, NbVariables].
64 Standard_EXPORT void SetBoundary(const math_Vector& theLeftBorder, const math_Vector& theRightBorder);
66 //! Given the starting point StartingPoint,
67 //! minimization is done on the function F.
68 //! The solution F = Fi is found when :
69 //! 2.0 * abs(Fi - Fi-1) <= Tolerance * (abs(Fi) + abs(Fi-1) + ZEPS).
70 //! Tolerance, ZEPS and maximum number of iterations are given
71 //! in the constructor.
72 Standard_EXPORT void Perform (math_MultipleVarFunctionWithGradient& F, const math_Vector& StartingPoint);
75 //! This method is called at the end of each iteration to check if the
76 //! solution is found.
77 //! It can be redefined in a sub-class to implement a specific test to
78 //! stop the iterations.
79 Standard_EXPORT virtual Standard_Boolean IsSolutionReached (math_MultipleVarFunctionWithGradient& F) const;
81 //! Returns true if the computations are successful, otherwise returns false.
82 Standard_Boolean IsDone() const;
84 //! returns the location vector of the minimum.
85 //! Exception NotDone is raised if the minimum was not found.
86 const math_Vector& Location() const;
88 //! outputs the location vector of the minimum in Loc.
89 //! Exception NotDone is raised if the minimum was not found.
90 //! Exception DimensionError is raised if the range of Loc is not
91 //! equal to the range of the StartingPoint.
92 void Location (math_Vector& Loc) const;
94 //! returns the value of the minimum.
95 //! Exception NotDone is raised if the minimum was not found.
96 Standard_Real Minimum() const;
98 //! Returns the gradient vector at the minimum.
99 //! Exception NotDone is raised if the minimum was not found.
100 const math_Vector& Gradient() const;
102 //! Returns the value of the gradient vector at the minimum in Grad.
103 //! Exception NotDone is raised if the minimum was not found.
104 //! Exception DimensionError is raised if the range of Grad is not
105 //! equal to the range of the StartingPoint.
106 void Gradient (math_Vector& Grad) const;
108 //! Returns the number of iterations really done in the
109 //! calculation of the minimum.
110 //! The exception NotDone is raised if the minimum was not found.
111 Standard_Integer NbIterations() const;
113 //! Prints on the stream o information on the current state
115 //! Is used to redefine the operator <<.
116 Standard_EXPORT void Dump (Standard_OStream& o) const;
125 math_Status TheStatus;
126 math_Vector TheLocation;
127 math_Vector TheGradient;
128 Standard_Real PreviousMinimum;
129 Standard_Real TheMinimum;
132 Standard_Integer nbiter;
133 Standard_Boolean myIsBoundsDefined;
142 Standard_Boolean Done;
143 Standard_Integer Itermax;
149 #include <math_BFGS.lxx>
155 #endif // _math_BFGS_HeaderFile