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 // Created on: 1991-05-14
 // Created by: Laurent PAINNOT
 // Copyright (c) 1991-1999 Matra Datavision
 // Copyright (c) 1999-2014 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_BFGS_HeaderFile
 #define _math_BFGS_HeaderFile
 
 #include <Standard.hxx>
 #include <Standard_DefineAlloc.hxx>
 #include <Standard_Handle.hxx>
 
 #include <math_Status.hxx>
 #include <math_Vector.hxx>
 #include <Standard_OStream.hxx>
 class math_MultipleVarFunctionWithGradient;
 
 //! This class implements the Broyden-Fletcher-Goldfarb-Shanno variant of
 //! Davidson-Fletcher-Powell minimization algorithm of a function of
 //! multiple variables.Knowledge of the function's gradient is required.
 //!
 //! It is possible to solve conditional optimization problem on hyperparallelepiped.
 //! Method SetBoundary is used to define hyperparallelepiped borders. With boundaries
 //! defined, the algorithm will not make evaluations of the function outside of the
 //! borders.
 class math_BFGS
 {
 public:
   DEFINE_STANDARD_ALLOC
 
   //! Initializes the computation of the minimum of a function with
   //! NbVariables.
   //! Tolerance, ZEPS and NbIterations are described in the method Perform.
   //! Warning:
   //! A call to the Perform method must be made after this
   //! initialization to effectively compute the minimum of the
   //! function F.
   Standard_EXPORT math_BFGS(const int    NbVariables,
                             const double Tolerance    = 1.0e-8,
                             const int    NbIterations = 200,
                             const double ZEPS         = 1.0e-12);
 
   Standard_EXPORT virtual ~math_BFGS();
 
   //! Set boundaries for conditional optimization.
   //! The expected indices range of vectors is [1, NbVariables].
   Standard_EXPORT void SetBoundary(const math_Vector& theLeftBorder,
                                    const math_Vector& theRightBorder);
 
   //! Given the starting point StartingPoint,
   //! minimization is done on the function F.
   //! The solution F = Fi is found when :
   //! 2.0 * abs(Fi - Fi-1) <= Tolerance * (abs(Fi) + abs(Fi-1) + ZEPS).
   //! Tolerance, ZEPS and maximum number of iterations are given
   //! in the constructor.
   Standard_EXPORT void Perform(math_MultipleVarFunctionWithGradient& F,
                                const math_Vector&                    StartingPoint);
 
   //! This method is called at the end of each iteration to check if the
   //! solution is found.
   //! It can be redefined in a sub-class to implement a specific test to
   //! stop the iterations.
   Standard_EXPORT virtual bool IsSolutionReached(math_MultipleVarFunctionWithGradient& F) const;
 
   //! Returns true if the computations are successful, otherwise returns false.
   bool IsDone() const;
 
   //! returns the location vector of the minimum.
   //! Exception NotDone is raised if the minimum was not found.
   const math_Vector& Location() const;
 
   //! outputs the location vector of the minimum in Loc.
   //! Exception NotDone is raised if the minimum was not found.
   //! Exception DimensionError is raised if the range of Loc is not
   //! equal to the range of the StartingPoint.
   void Location(math_Vector& Loc) const;
 
   //! returns the value of the minimum.
   //! Exception NotDone is raised if the minimum was not found.
   double Minimum() const;
 
   //! Returns the gradient vector at the minimum.
   //! Exception NotDone is raised if the minimum was not found.
   const math_Vector& Gradient() const;
 
   //! Returns the value of the gradient vector at the minimum in Grad.
   //! Exception NotDone is raised if the minimum was not found.
   //! Exception DimensionError is raised if the range of Grad is not
   //! equal to the range of the StartingPoint.
   void Gradient(math_Vector& Grad) const;
 
   //! Returns the number of iterations really done in the
   //! calculation of the minimum.
   //! The exception NotDone is raised if the minimum was not found.
   int NbIterations() const;
 
   //! Prints on the stream o information on the current state
   //! of the object.
   //! Is used to redefine the operator <<.
   Standard_EXPORT void Dump(Standard_OStream& o) const;
 
 protected:
   math_Status TheStatus;
   math_Vector TheLocation;
   math_Vector TheGradient;
   double      PreviousMinimum;
   double      TheMinimum;
   double      XTol;
   double      EPSZ;
   int         nbiter;
   bool        myIsBoundsDefined;
   math_Vector myLeft;
   math_Vector myRight;
 
 private:
   bool Done;
   int  Itermax;
 };
 
 #include <math_BFGS.lxx>
 
 #endif // _math_BFGS_HeaderFile

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