include/opencascade/math_NewtonMinimum.hxx

0001 // Created on: 1996-02-28
0002 // Created by: Philippe MANGIN
0003 // Copyright (c) 1996-1999 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_NewtonMinimum_HeaderFile
0018 #define _math_NewtonMinimum_HeaderFile
0019
0020 #include <Standard.hxx>
0021 #include <Standard_DefineAlloc.hxx>
0022
0023 #include <Precision.hxx>
0024 #include <math_Status.hxx>
0025 #include <math_Vector.hxx>
0026 #include <math_Matrix.hxx>
0027 #include <Standard_Integer.hxx>
0028 #include <Standard_OStream.hxx>
0029 class math_MultipleVarFunctionWithHessian;
0030
0031
0032
0033 class math_NewtonMinimum
0034 {
0035 public:
0036
0037   DEFINE_STANDARD_ALLOC
0038
0039
0040
0041   //! The tolerance required on the solution is given by Tolerance.
0042   //! Iteration are  stopped if (!WithSingularity) and H(F(Xi)) is not definite
0043   //! positive (if the smaller eigenvalue of H < Convexity)
0044   //! or IsConverged() returns True for 2 successives Iterations.
0045   //! Warning: This constructor does not perform computation.
0046   Standard_EXPORT math_NewtonMinimum(const math_MultipleVarFunctionWithHessian& theFunction,
0047                                      const Standard_Real theTolerance = Precision::Confusion(),
0048                                      const Standard_Integer theNbIterations = 40,
0049                                      const Standard_Real theConvexity = 1.0e-6,
0050                                      const Standard_Boolean theWithSingularity = Standard_True);
0051
0052   //! Search the solution.
0053   Standard_EXPORT void Perform (math_MultipleVarFunctionWithHessian& theFunction, const math_Vector& theStartingPoint);
0054
0055   //! Destructor
0056   Standard_EXPORT virtual ~math_NewtonMinimum();
0057
0058
0059   //! This method is called at the end of each iteration to check the convergence:
0060   //! || Xi+1 - Xi || < Tolerance or || F(Xi+1) - F(Xi)|| < Tolerance * || F(Xi) ||
0061   //! It can be redefined in a sub-class to implement a specific test.
0062     virtual Standard_Boolean IsConverged() const;
0063
0064   //! Tests if an error has occurred.
0065     Standard_Boolean IsDone() const;
0066
0067   //! Tests if the Function is convexe during optimization.
0068     Standard_Boolean IsConvex() const;
0069
0070   //! returns the location vector of the minimum.
0071   //! Exception NotDone is raised if an error has occurred.
0072     const math_Vector& Location() const;
0073
0074   //! outputs the location vector of the minimum in Loc.
0075   //! Exception NotDone is raised if an error has occurred.
0076   //! Exception DimensionError is raised if the range of Loc is not
0077   //! equal to the range of the StartingPoint.
0078     void Location (math_Vector& Loc) const;
0079
0080   //! Set boundaries.
0081   Standard_EXPORT void SetBoundary (const math_Vector& theLeftBorder, const math_Vector& theRightBorder);
0082
0083   //! returns the value of the minimum.
0084   //! Exception NotDone is raised if the minimum was not found.
0085     Standard_Real Minimum() const;
0086
0087   //! returns the gradient vector at the minimum.
0088   //! Exception NotDone is raised if an error has occurred.
0089   //! The minimum was not found.
0090     const math_Vector& Gradient() const;
0091
0092   //! outputs the gradient vector at the minimum in Grad.
0093   //! Exception NotDone is raised if the minimum was not found.
0094   //! Exception DimensionError is raised if the range of Grad is not
0095   //! equal to the range of the StartingPoint.
0096     void Gradient (math_Vector& Grad) const;
0097
0098   //! returns the number of iterations really done in the
0099   //! calculation of the minimum.
0100   //! The exception NotDone is raised if an error has occurred.
0101     Standard_Integer NbIterations() const;
0102
0103   //! Returns the Status of computation.
0104   //! The exception NotDone is raised if an error has occurred.
0105     math_Status GetStatus() const;
0106
0107
0108   //! Prints on the stream o information on the current state
0109   //! of the object.
0110   //! Is used to redefine the operator <<.
0111   Standard_EXPORT void Dump (Standard_OStream& o) const;
0112
0113
0114
0115
0116 protected:
0117
0118
0119
0120   math_Status TheStatus;
0121   math_Vector TheLocation;
0122   math_Vector TheGradient;
0123   math_Vector TheStep;
0124   math_Matrix TheHessian;
0125   Standard_Real PreviousMinimum;
0126   Standard_Real TheMinimum;
0127   Standard_Real MinEigenValue;
0128   Standard_Real XTol;
0129   Standard_Real CTol;
0130   Standard_Integer nbiter;
0131   Standard_Boolean NoConvexTreatement;
0132   Standard_Boolean Convex;
0133   Standard_Boolean myIsBoundsDefined;
0134   math_Vector myLeft;
0135   math_Vector myRight;
0136
0137
0138 private:
0139
0140
0141
0142   Standard_Boolean Done;
0143   Standard_Integer Itermax;
0144
0145
0146 };
0147
0148
0149 #include <math_NewtonMinimum.lxx>
0150
0151
0152
0153
0154
0155 #endif // _math_NewtonMinimum_HeaderFile