include/opencascade/math_FRPR.hxx

0001 // Created on: 1991-05-14
0002 // Created by: Laurent PAINNOT
0003 // Copyright (c) 1991-1999 Matra Datavision
0004 // Copyright (c) 1999-2014 OPEN CASCADE SAS
0005 //
0006 // This file is part of Open CASCADE Technology software library.
0007 //
0008 // This library is free software; you can redistribute it and/or modify it under
0009 // the terms of the GNU Lesser General Public License version 2.1 as published
0010 // by the Free Software Foundation, with special exception defined in the file
0011 // OCCT_LGPL_EXCEPTION.txt. Consult the file LICENSE_LGPL_21.txt included in OCCT
0012 // distribution for complete text of the license and disclaimer of any warranty.
0013 //
0014 // Alternatively, this file may be used under the terms of Open CASCADE
0015 // commercial license or contractual agreement.
0016
0017 #ifndef _math_FRPR_HeaderFile
0018 #define _math_FRPR_HeaderFile
0019
0020 #include <Standard.hxx>
0021 #include <Standard_DefineAlloc.hxx>
0022
0023 #include <math_Vector.hxx>
0024 #include <math_Status.hxx>
0025 #include <Standard_OStream.hxx>
0026 class math_MultipleVarFunctionWithGradient;
0027
0028
0029
0030 //! this class implements the Fletcher-Reeves-Polak_Ribiere minimization
0031 //! algorithm of a function of multiple variables.
0032 //! Knowledge of the function's gradient is required.
0033 class math_FRPR
0034 {
0035 public:
0036
0037   DEFINE_STANDARD_ALLOC
0038
0039
0040
0041   //! Initializes the computation of the minimum of F.
0042   //! Warning: constructor does not perform computations.
0043   Standard_EXPORT math_FRPR(const math_MultipleVarFunctionWithGradient& theFunction, const Standard_Real theTolerance, const Standard_Integer theNbIterations = 200, const Standard_Real theZEPS = 1.0e-12);
0044
0045   //! Destructor
0046   Standard_EXPORT virtual ~math_FRPR();
0047
0048
0049   //! The solution F = Fi is found when
0050   //! 2.0 * abs(Fi - Fi-1) <= Tolerance * (abs(Fi) + abs(Fi-1) + ZEPS).
0051   Standard_EXPORT void Perform (math_MultipleVarFunctionWithGradient& theFunction, const math_Vector& theStartingPoint);
0052
0053
0054   //! The solution F = Fi is found when:
0055   //! 2.0 * abs(Fi - Fi-1) <= Tolerance * (abs(Fi) + abs(Fi-1)) + ZEPS.
0056   //! The maximum number of iterations allowed is given by NbIterations.
0057     virtual Standard_Boolean IsSolutionReached (math_MultipleVarFunctionWithGradient& theFunction);
0058
0059   //! Returns true if the computations are successful, otherwise returns false.
0060     Standard_Boolean IsDone() const;
0061
0062   //! returns the location vector of the minimum.
0063   //! Exception NotDone is raised if the minimum was not found.
0064     const math_Vector& Location() const;
0065
0066   //! outputs the location vector of the minimum in Loc.
0067   //! Exception NotDone is raised if the minimum was not found.
0068   //! Exception DimensionError is raised if the range of Loc is not
0069   //! equal to the range of the StartingPoint.
0070     void Location (math_Vector& Loc) const;
0071
0072   //! returns the value of the minimum.
0073   //! Exception NotDone is raised if the minimum was not found.
0074     Standard_Real Minimum() const;
0075
0076   //! returns the gradient vector at the minimum.
0077   //! Exception NotDone is raised if the minimum was not found.
0078     const math_Vector& Gradient() const;
0079
0080   //! outputs the gradient vector at the minimum in Grad.
0081   //! Exception NotDone is raised if the minimum was not found.
0082   //! Exception DimensionError is raised if the range of Grad is not
0083   //! equal to the range of the StartingPoint.
0084     void Gradient (math_Vector& Grad) const;
0085
0086   //! returns the number of iterations really done during the
0087   //! computation of the minimum.
0088   //! Exception NotDone is raised if the minimum was not found.
0089     Standard_Integer NbIterations() const;
0090
0091   //! Prints on the stream o information on the current state
0092   //! of the object.
0093   //! Is used to redefine the operator <<.
0094   Standard_EXPORT void Dump (Standard_OStream& o) const;
0095
0096
0097
0098
0099 protected:
0100
0101
0102
0103   math_Vector TheLocation;
0104   math_Vector TheGradient;
0105   Standard_Real TheMinimum;
0106   Standard_Real PreviousMinimum;
0107   Standard_Real XTol;
0108   Standard_Real EPSZ;
0109
0110
0111 private:
0112
0113
0114
0115   Standard_Boolean Done;
0116   Standard_Integer Iter;
0117   Standard_Integer State;
0118   math_Status TheStatus;
0119   Standard_Integer Itermax;
0120
0121
0122 };
0123
0124
0125 #include <math_FRPR.lxx>
0126
0127
0128
0129
0130
0131 #endif // _math_FRPR_HeaderFile