1 // Copyright (c) 1997-1999 Matra Datavision
2 // Copyright (c) 1999-2014 OPEN CASCADE SAS
4 // This file is part of Open CASCADE Technology software library.
6 // This library is free software; you can redistribute it and/or modify it under
7 // the terms of the GNU Lesser General Public License version 2.1 as published
8 // by the Free Software Foundation, with special exception defined in the file
9 // OCCT_LGPL_EXCEPTION.txt. Consult the file LICENSE_LGPL_21.txt included in OCCT
10 // distribution for complete text of the license and disclaimer of any warranty.
12 // Alternatively, this file may be used under the terms of Open CASCADE
13 // commercial license or contractual agreement.
16 #define No_Standard_RangeError
17 #define No_Standard_OutOfRange
18 #define No_Standard_DimensionError
21 #include <math_Powell.ixx>
22 #include <math_BracketMinimum.hxx>
23 #include <math_BrentMinimum.hxx>
24 #include <math_Function.hxx>
25 #include <math_MultipleVarFunction.hxx>
29 static inline Standard_Real SQR (const Standard_Real a)
35 class DirFunctionBis : public math_Function {
40 math_MultipleVarFunction *F;
43 DirFunctionBis(math_Vector& V1,
46 math_MultipleVarFunction& f);
48 void Initialize(const math_Vector& p0, const math_Vector& dir);
50 virtual Standard_Boolean Value(const Standard_Real x, Standard_Real& fval);
53 DirFunctionBis::DirFunctionBis(math_Vector& V1,
56 math_MultipleVarFunction& f) {
64 void DirFunctionBis::Initialize(const math_Vector& p0,
65 const math_Vector& dir) {
71 Standard_Boolean DirFunctionBis::Value(const Standard_Real x, Standard_Real& fval) {
80 static Standard_Boolean MinimizeDirection(math_Vector& P,
82 Standard_Real& Result,
92 math_BracketMinimum Bracket(F, 0.0, 1.0);
93 if (Bracket.IsDone()) {
94 Bracket.Values(ax, xx, bx);
95 math_BrentMinimum Sol(F, ax, xx, bx, 1.0e-10, 100);
97 Standard_Real Scale = Sol.Location();
98 Result = Sol.Minimum();
101 return Standard_True;
104 return Standard_False;
107 math_Powell::~math_Powell()
111 void math_Powell::Perform(math_MultipleVarFunction& F,
112 const math_Vector& StartingPoint,
113 const math_Matrix& StartingDirections) {
116 Done = Standard_False;
117 Standard_Integer i, ibig, j;
118 Standard_Real t, fptt, del;
119 Standard_Integer n = TheLocation.Length();
121 math_Vector ptt(1,n);
122 math_Vector xit(1,n);
123 math_Vector Temp1(1, n);
124 math_Vector Temp2(1, n);
125 math_Vector Temp3(1, n);
126 DirFunctionBis F_Dir(Temp1, Temp2, Temp3, F);
128 TheLocation = StartingPoint;
129 TheDirections = StartingDirections;
130 pt = TheLocation; //sauvegarde du point initial
133 for(Iter = 1; Iter<= Itermax; Iter++) {
134 F.Value(TheLocation, PreviousMinimum);
137 for (i = 1; i <= n; i++){
138 for(j =1; j<= n; j++) xit(j) = TheDirections(j,i);
139 F.Value(TheLocation, fptt);
140 Standard_Boolean IsGood = MinimizeDirection(TheLocation, xit,
144 Done = Standard_False;
145 TheStatus = math_DirectionSearchError;
149 if (fabs(fptt - TheMinimum)> del) {
150 del = fabs(fptt- TheMinimum);
155 if (IsSolutionReached(F)) {
156 //Termination criterion
157 State = F.GetStateNumber();
158 Done = Standard_True;
163 if (Iter == Itermax) {
164 Done = Standard_False;
165 TheStatus = math_TooManyIterations;
169 ptt = 2.0 * TheLocation - pt;
170 xit = TheLocation - pt;
173 // Valeur de la fonction au point extrapole:
177 if (fptt < PreviousMinimum) {
178 t = 2.0 *(PreviousMinimum -2.0*TheMinimum +fptt)*
179 SQR(PreviousMinimum-TheMinimum -del)-del*
180 SQR(PreviousMinimum-fptt);
182 //Minimisation along the direction
183 Standard_Boolean IsGood = MinimizeDirection(TheLocation, xit,
186 Done = Standard_False;
187 TheStatus = math_FunctionError;
191 for(j =1; j <= n; j++) {
192 TheDirections(j, ibig)=xit(j);
199 Standard_Boolean math_Powell::IsSolutionReached(
200 // math_MultipleVarFunction& F) {
201 math_MultipleVarFunction& ) {
203 return 2.0*fabs(PreviousMinimum - TheMinimum) <=
204 XTol*(fabs(PreviousMinimum)+fabs(TheMinimum) + EPSZ);
209 math_Powell::math_Powell(math_MultipleVarFunction& F,
210 const math_Vector& StartingPoint,
211 const math_Matrix& StartingDirections,
212 const Standard_Real Tolerance,
213 const Standard_Integer NbIterations,
214 const Standard_Real ZEPS) :
215 TheLocation(1, F.NbVariables()),
216 TheDirections(1, F.NbVariables(),
217 1, F.NbVariables()) {
221 Itermax = NbIterations;
222 Perform(F, StartingPoint, StartingDirections);
225 math_Powell::math_Powell(math_MultipleVarFunction& F,
226 const Standard_Real Tolerance,
227 const Standard_Integer NbIterations,
228 const Standard_Real ZEPS) :
229 TheLocation(1, F.NbVariables()),
230 TheDirections(1, F.NbVariables(),
231 1, F.NbVariables()) {
235 Itermax = NbIterations;
238 void math_Powell::Dump(Standard_OStream& o) const {
240 o << "math_Powell resolution:";
242 o << " Status = Done \n";
243 o << " Location Vector = "<< TheLocation << "\n";
244 o << " Minimum value = " << TheMinimum <<"\n";
245 o << " Number of iterations = " << Iter <<"\n";
248 o << " Status = not Done because " << (Standard_Integer)TheStatus << "\n";