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