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_FRPR_HeaderFile
18 #define _math_FRPR_HeaderFile
20 #include <Standard.hxx>
21 #include <Standard_DefineAlloc.hxx>
22 #include <Standard_Handle.hxx>
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;
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.
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);
52 Standard_EXPORT virtual ~math_FRPR();
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);
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);
65 //! Returns true if the computations are successful, otherwise returns false.
66 Standard_Boolean IsDone() const;
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;
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;
78 //! returns the value of the minimum.
79 //! Exception NotDone is raised if the minimum was not found.
80 Standard_Real Minimum() const;
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;
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;
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;
97 //! Prints on the stream o information on the current state
99 //! Is used to redefine the operator <<.
100 Standard_EXPORT void Dump (Standard_OStream& o) const;
109 math_Vector TheLocation;
110 math_Vector TheGradient;
111 Standard_Real TheMinimum;
112 Standard_Real PreviousMinimum;
121 Standard_Boolean Done;
122 Standard_Integer Iter;
123 Standard_Integer State;
124 math_Status TheStatus;
125 Standard_Integer Itermax;
131 #include <math_FRPR.lxx>
137 #endif // _math_FRPR_HeaderFile