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(1.0e-10);
96 Sol.Perform(F, ax, xx, bx);
98 Standard_Real Scale = Sol.Location();
99 Result = Sol.Minimum();
102 return Standard_True;
105 return Standard_False;
108 //=======================================================================
109 //function : math_Powell
110 //purpose : Constructor
111 //=======================================================================
112 math_Powell::math_Powell(const math_MultipleVarFunction& theFunction,
113 const Standard_Real theTolerance,
114 const Standard_Integer theNbIterations,
115 const Standard_Real theZEPS)
116 : TheLocation (1, theFunction.NbVariables()),
117 TheMinimum (RealLast()),
118 TheLocationError(RealLast()),
119 PreviousMinimum (RealLast()),
122 Done (Standard_False),
124 TheStatus (math_NotBracketed),
125 TheDirections (1, theFunction.NbVariables(), 1, theFunction.NbVariables()),
127 Itermax (theNbIterations)
131 //=======================================================================
132 //function : ~math_Powell
133 //purpose : Destructor
134 //=======================================================================
135 math_Powell::~math_Powell()
139 //=======================================================================
142 //=======================================================================
143 void math_Powell::Perform(math_MultipleVarFunction& F,
144 const math_Vector& StartingPoint,
145 const math_Matrix& StartingDirections)
147 Done = Standard_False;
148 Standard_Integer i, ibig, j;
149 Standard_Real t, fptt, del;
150 Standard_Integer n = TheLocation.Length();
152 math_Vector ptt(1,n);
153 math_Vector xit(1,n);
154 math_Vector Temp1(1, n);
155 math_Vector Temp2(1, n);
156 math_Vector Temp3(1, n);
157 DirFunctionBis F_Dir(Temp1, Temp2, Temp3, F);
159 TheLocation = StartingPoint;
160 TheDirections = StartingDirections;
161 pt = TheLocation; //sauvegarde du point initial
164 for(Iter = 1; Iter<= Itermax; Iter++) {
165 F.Value(TheLocation, PreviousMinimum);
168 for (i = 1; i <= n; i++){
169 for(j =1; j<= n; j++) xit(j) = TheDirections(j,i);
170 F.Value(TheLocation, fptt);
171 Standard_Boolean IsGood = MinimizeDirection(TheLocation, xit,
175 Done = Standard_False;
176 TheStatus = math_DirectionSearchError;
180 if (fabs(fptt - TheMinimum)> del) {
181 del = fabs(fptt- TheMinimum);
186 if (IsSolutionReached(F)) {
187 //Termination criterion
188 State = F.GetStateNumber();
189 Done = Standard_True;
194 if (Iter == Itermax) {
195 Done = Standard_False;
196 TheStatus = math_TooManyIterations;
200 ptt = 2.0 * TheLocation - pt;
201 xit = TheLocation - pt;
204 // Valeur de la fonction au point extrapole:
208 if (fptt < PreviousMinimum) {
209 t = 2.0 *(PreviousMinimum -2.0*TheMinimum +fptt)*
210 SQR(PreviousMinimum-TheMinimum -del)-del*
211 SQR(PreviousMinimum-fptt);
213 //Minimisation along the direction
214 Standard_Boolean IsGood = MinimizeDirection(TheLocation, xit,
217 Done = Standard_False;
218 TheStatus = math_FunctionError;
222 for(j =1; j <= n; j++) {
223 TheDirections(j, ibig)=xit(j);
230 //=======================================================================
233 //=======================================================================
234 void math_Powell::Dump(Standard_OStream& o) const
236 o << "math_Powell resolution:";
238 o << " Status = Done \n";
239 o << " Location Vector = "<< TheLocation << "\n";
240 o << " Minimum value = " << TheMinimum <<"\n";
241 o << " Number of iterations = " << Iter <<"\n";
244 o << " Status = not Done because " << (Standard_Integer)TheStatus << "\n";