// Created on: 2014-01-20 // Created by: Alexaner Malyshev // Copyright (c) 2014-2014 OPEN CASCADE SAS // // This file is part of Open CASCADE Technology software library. // // This library is free software; you can redistribute it and/or modify it under // the terms of the GNU Lesser General Public License version 2.1 as published // by the Free Software Foundation, with special exception defined in the file // OCCT_LGPL_EXCEPTION.txt. Consult the file LICENSE_LGPL_21.txt included in OCCT // distribution for complete text of the license and disclaimer of any warranty. // // Alternatively, this file may be used under the terms of Open CASCADE // commercial license or contractual agreement. #ifndef _math_GlobOptMin_HeaderFile #define _math_GlobOptMin_HeaderFile #include #include #include //! This class represents Evtushenko's algorithm of global optimization based on nonuniform mesh.
//! Article: Yu. Evtushenko. Numerical methods for finding global extreme (case of a non-uniform mesh).
//! U.S.S.R. Comput. Maths. Math. Phys., Vol. 11, N 6, pp. 38-54. class math_GlobOptMin { public: Standard_EXPORT math_GlobOptMin(math_MultipleVarFunction* theFunc, const math_Vector& theA, const math_Vector& theB, Standard_Real theC = 9); Standard_EXPORT void SetGlobalParams(math_MultipleVarFunction* theFunc, const math_Vector& theA, const math_Vector& theB, Standard_Real theC = 9); Standard_EXPORT void SetLocalParams(const math_Vector& theLocalA, const math_Vector& theLocalB); Standard_EXPORT ~math_GlobOptMin(); Standard_EXPORT void Perform(); //! Get best functional value. Standard_EXPORT Standard_Real GetF(); //! Return count of global extremas. NbExtrema <= MAX_SOLUTIONS. Standard_EXPORT Standard_Integer NbExtrema(); //! Return solution i, 1 <= i <= NbExtrema. Standard_EXPORT void Points(const Standard_Integer theIndex, math_Vector& theSol); private: math_GlobOptMin & operator = (const math_GlobOptMin & theOther); Standard_Boolean computeLocalExtremum(const math_Vector& thePnt, Standard_Real& theVal, math_Vector& theOutPnt); void computeGlobalExtremum(Standard_Integer theIndex); //! Check that myA <= pnt <= myB Standard_Boolean isInside(const math_Vector& thePnt); Standard_Boolean isStored(const math_Vector &thePnt); Standard_Boolean isDone(); // Input. math_MultipleVarFunction* myFunc; Standard_Integer myN; math_Vector myA; // Left border on current C2 interval. math_Vector myB; // Right border on current C2 interval. math_Vector myGlobA; // Global left border. math_Vector myGlobB; // Global right border. // Output. Standard_Boolean myDone; NCollection_Sequence myY;// Current solutions. Standard_Integer mySolCount; // Count of solutions. // Algorithm data. Standard_Real myZ; Standard_Real myC; //Lipschitz constant Standard_Real myE1; // Border coeff. Standard_Real myE2; // Minimum step size. Standard_Real myE3; // Local extrema starting parameter. math_Vector myX; // Current modified solution math_Vector myTmp; // Current modified solution math_Vector myV; // Steps array. Standard_Real myF; // Current value of Global optimum. }; const Handle(Standard_Type)& TYPE(math_GlobOptMin); #endif