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 //! this class implements the Fletcher-Reeves-Polak_Ribiere minimization
0029 //! algorithm of a function of multiple variables.
0030 //! Knowledge of the function's gradient is required.
0031 class math_FRPR
0032 {
0033 public:
0034   DEFINE_STANDARD_ALLOC
0035
0036   //! Initializes the computation of the minimum of F.
0037   //! Warning: constructor does not perform computations.
0038   Standard_EXPORT math_FRPR(const math_MultipleVarFunctionWithGradient& theFunction,
0039                             const double                                theTolerance,
0040                             const int                                   theNbIterations = 200,
0041                             const double                                theZEPS         = 1.0e-12);
0042
0043   //! Destructor
0044   Standard_EXPORT virtual ~math_FRPR();
0045
0046   //! The solution F = Fi is found when
0047   //! 2.0 * abs(Fi - Fi-1) <= Tolerance * (abs(Fi) + abs(Fi-1) + ZEPS).
0048   Standard_EXPORT void Perform(math_MultipleVarFunctionWithGradient& theFunction,
0049                                const math_Vector&                    theStartingPoint);
0050
0051   //! The solution F = Fi is found when:
0052   //! 2.0 * abs(Fi - Fi-1) <= Tolerance * (abs(Fi) + abs(Fi-1)) + ZEPS.
0053   //! The maximum number of iterations allowed is given by NbIterations.
0054   virtual bool IsSolutionReached(math_MultipleVarFunctionWithGradient& theFunction);
0055
0056   //! Returns true if the computations are successful, otherwise returns false.
0057   bool IsDone() const;
0058
0059   //! returns the location vector of the minimum.
0060   //! Exception NotDone is raised if the minimum was not found.
0061   const math_Vector& Location() const;
0062
0063   //! outputs the location vector of the minimum in Loc.
0064   //! Exception NotDone is raised if the minimum was not found.
0065   //! Exception DimensionError is raised if the range of Loc is not
0066   //! equal to the range of the StartingPoint.
0067   void Location(math_Vector& Loc) const;
0068
0069   //! returns the value of the minimum.
0070   //! Exception NotDone is raised if the minimum was not found.
0071   double Minimum() const;
0072
0073   //! returns the gradient vector at the minimum.
0074   //! Exception NotDone is raised if the minimum was not found.
0075   const math_Vector& Gradient() const;
0076
0077   //! outputs the gradient vector at the minimum in Grad.
0078   //! Exception NotDone is raised if the minimum was not found.
0079   //! Exception DimensionError is raised if the range of Grad is not
0080   //! equal to the range of the StartingPoint.
0081   void Gradient(math_Vector& Grad) const;
0082
0083   //! returns the number of iterations really done during the
0084   //! computation of the minimum.
0085   //! Exception NotDone is raised if the minimum was not found.
0086   int NbIterations() const;
0087
0088   //! Prints on the stream o information on the current state
0089   //! of the object.
0090   //! Is used to redefine the operator <<.
0091   Standard_EXPORT void Dump(Standard_OStream& o) const;
0092
0093 protected:
0094   math_Vector TheLocation;
0095   math_Vector TheGradient;
0096   double      TheMinimum;
0097   double      PreviousMinimum;
0098   double      XTol;
0099   double      EPSZ;
0100
0101 private:
0102   bool        Done;
0103   int         Iter;
0104   int         State;
0105   math_Status TheStatus;
0106   int         Itermax;
0107 };
0108
0109 #include <math_FRPR.lxx>
0110
0111 #endif // _math_FRPR_HeaderFile