1 // Created on: 2014-01-20
2 // Created by: Alexaner Malyshev
3 // Copyright (c) 2014-2014 OPEN CASCADE SAS
5 // This file is part of Open CASCADE Technology software library.
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.
13 // Alternatively, this file may be used under the terms of Open CASCADE
14 // commercial license or contractual agreement.
16 #ifndef _math_GlobOptMin_HeaderFile
17 #define _math_GlobOptMin_HeaderFile
19 #include <math_MultipleVarFunction.hxx>
20 #include <NCollection_Sequence.hxx>
21 #include <Standard_Type.hxx>
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.
31 Standard_EXPORT math_GlobOptMin(math_MultipleVarFunction* theFunc,
32 const math_Vector& theA,
33 const math_Vector& theB,
34 Standard_Real theC = 9);
36 Standard_EXPORT void SetGlobalParams(math_MultipleVarFunction* theFunc,
37 const math_Vector& theA,
38 const math_Vector& theB,
39 Standard_Real theC = 9);
41 Standard_EXPORT void SetLocalParams(const math_Vector& theLocalA,
42 const math_Vector& theLocalB);
44 Standard_EXPORT ~math_GlobOptMin();
46 Standard_EXPORT void Perform();
48 //! Get best functional value.
49 Standard_EXPORT Standard_Real GetF();
51 //! Return count of global extremas. NbExtrema <= MAX_SOLUTIONS.
52 Standard_EXPORT Standard_Integer NbExtrema();
54 //! Return solution i, 1 <= i <= NbExtrema.
55 Standard_EXPORT void Points(const Standard_Integer theIndex, math_Vector& theSol);
59 math_GlobOptMin & operator = (const math_GlobOptMin & theOther);
61 Standard_Boolean computeLocalExtremum(const math_Vector& thePnt, Standard_Real& theVal, math_Vector& theOutPnt);
63 void computeGlobalExtremum(Standard_Integer theIndex);
65 //! Check that myA <= pnt <= myB
66 Standard_Boolean isInside(const math_Vector& thePnt);
68 Standard_Boolean isStored(const math_Vector &thePnt);
70 Standard_Boolean isDone();
73 math_MultipleVarFunction* myFunc;
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.
81 Standard_Boolean myDone;
82 NCollection_Sequence<Standard_Real> myY;// Current solutions.
83 Standard_Integer mySolCount; // Count of solutions.
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.
92 math_Vector myX; // Current modified solution
93 math_Vector myTmp; // Current modified solution
94 math_Vector myV; // Steps array.
96 Standard_Real myF; // Current value of Global optimum.
99 const Handle(Standard_Type)& TYPE(math_GlobOptMin);