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 const Standard_Real theC = 9,
35 const Standard_Real theDiscretizationTol = 1.0e-2,
36 const Standard_Real theSameTol = 1.0e-7);
38 Standard_EXPORT void SetGlobalParams(math_MultipleVarFunction* theFunc,
39 const math_Vector& theA,
40 const math_Vector& theB,
41 const Standard_Real theC = 9,
42 const Standard_Real theDiscretizationTol = 1.0e-2,
43 const Standard_Real theSameTol = 1.0e-7);
45 Standard_EXPORT void SetLocalParams(const math_Vector& theLocalA,
46 const math_Vector& theLocalB);
48 Standard_EXPORT void SetTol(const Standard_Real theDiscretizationTol,
49 const Standard_Real theSameTol);
51 Standard_EXPORT void GetTol(Standard_Real& theDiscretizationTol,
52 Standard_Real& theSameTol);
54 Standard_EXPORT ~math_GlobOptMin();
56 Standard_EXPORT void Perform();
58 //! Get best functional value.
59 Standard_EXPORT Standard_Real GetF();
61 //! Return count of global extremas.
62 Standard_EXPORT Standard_Integer NbExtrema();
64 //! Return solution i, 1 <= i <= NbExtrema.
65 Standard_EXPORT void Points(const Standard_Integer theIndex, math_Vector& theSol);
67 Standard_Boolean isDone();
71 math_GlobOptMin & operator = (const math_GlobOptMin & theOther);
73 Standard_Boolean computeLocalExtremum(const math_Vector& thePnt, Standard_Real& theVal, math_Vector& theOutPnt);
75 void computeGlobalExtremum(Standard_Integer theIndex);
77 //! Computes starting value / approximation:
78 // myF - initial best value.
79 // myY - initial best point.
80 // myC - approximation of Lipschitz constant.
81 // to imporve convergence speed.
82 void computeInitialValues();
84 //! Check that myA <= pnt <= myB
85 Standard_Boolean isInside(const math_Vector& thePnt);
87 Standard_Boolean isStored(const math_Vector &thePnt);
90 math_MultipleVarFunction* myFunc;
92 math_Vector myA; // Left border on current C2 interval.
93 math_Vector myB; // Right border on current C2 interval.
94 math_Vector myGlobA; // Global left border.
95 math_Vector myGlobB; // Global right border.
96 Standard_Real myTol; // Discretization tolerance, default 1.0e-2.
97 Standard_Real mySameTol; // points with ||p1 - p2|| < mySameTol is equal,
98 // function values |val1 - val2| * 0.01 < mySameTol is equal,
99 // default value is 1.0e-7.
100 Standard_Real myC; //Lipschitz constant, default 9
103 Standard_Boolean myDone;
104 NCollection_Sequence<Standard_Real> myY;// Current solutions.
105 Standard_Integer mySolCount; // Count of solutions.
109 Standard_Real myE1; // Border coeff.
110 Standard_Real myE2; // Minimum step size.
111 Standard_Real myE3; // Local extrema starting parameter.
113 math_Vector myX; // Current modified solution.
114 math_Vector myTmp; // Current modified solution.
115 math_Vector myV; // Steps array.
116 math_Vector myMaxV; // Max Steps array.
118 Standard_Real myF; // Current value of Global optimum.
121 const Handle(Standard_Type)& TYPE(math_GlobOptMin);