include/opencascade/math_Powell.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_Powell_HeaderFile
0018 #define _math_Powell_HeaderFile
0019
0020 #include <Standard.hxx>
0021 #include <Standard_DefineAlloc.hxx>
0022
0023 #include <math_Vector.hxx>
0024 #include <Standard_Integer.hxx>
0025 #include <math_Status.hxx>
0026 #include <math_Matrix.hxx>
0027 #include <Standard_OStream.hxx>
0028 class math_MultipleVarFunction;
0029
0030
0031
0032 //! This class implements the Powell method to find the minimum of
0033 //! function of multiple variables (the gradient does not have to be known).
0034 class math_Powell
0035 {
0036 public:
0037
0038   DEFINE_STANDARD_ALLOC
0039
0040
0041   //! Constructor. Initialize new entity.
0042   Standard_EXPORT math_Powell(const math_MultipleVarFunction& theFunction, const Standard_Real theTolerance, const Standard_Integer theNbIterations = 200, const Standard_Real theZEPS = 1.0e-12);
0043
0044   //! Destructor
0045   Standard_EXPORT virtual ~math_Powell();
0046
0047
0048   //! Computes Powell minimization on the function F given
0049   //! theStartingPoint, and an initial matrix theStartingDirection
0050   //! whose columns contain the initial set of directions.
0051   //! The solution F = Fi is found when:
0052   //! 2.0 * abs(Fi - Fi-1) =< Tolerance * (abs(Fi) + abs(Fi-1) + ZEPS).
0053   Standard_EXPORT void Perform (math_MultipleVarFunction& theFunction, const math_Vector& theStartingPoint, const math_Matrix& theStartingDirections);
0054
0055
0056   //! Solution F = Fi is found when:
0057   //! 2.0 * abs(Fi - Fi-1) <= Tolerance * (abs(Fi) + abs(Fi-1)) + ZEPS.
0058   //! The maximum number of iterations allowed is given by NbIterations.
0059     virtual Standard_Boolean IsSolutionReached (math_MultipleVarFunction& theFunction);
0060
0061   //! Returns true if the computations are successful, otherwise returns false.
0062     Standard_Boolean IsDone() const;
0063
0064   //! returns the location vector of the minimum.
0065   //! Exception NotDone is raised if the minimum was not found.
0066     const math_Vector& Location() const;
0067
0068   //! outputs the location vector of the minimum in Loc.
0069   //! Exception NotDone is raised if the minimum was not found.
0070   //! Exception DimensionError is raised if the range of Loc is not
0071   //! equal to the range of the StartingPoint.
0072     void Location (math_Vector& Loc) const;
0073
0074   //! Returns the value of the minimum.
0075   //! Exception NotDone is raised if the minimum was not found.
0076     Standard_Real Minimum() const;
0077
0078   //! Returns the number of iterations really done during the
0079   //! computation of the minimum.
0080   //! Exception NotDone is raised if the minimum was not found.
0081     Standard_Integer NbIterations() const;
0082
0083   //! Prints information on the current state of the object.
0084   //! Is used to redefine the operator <<.
0085   Standard_EXPORT void Dump (Standard_OStream& o) const;
0086
0087
0088
0089
0090 protected:
0091
0092
0093
0094   math_Vector TheLocation;
0095   Standard_Real TheMinimum;
0096   Standard_Real TheLocationError;
0097   Standard_Real PreviousMinimum;
0098   Standard_Real XTol;
0099   Standard_Real EPSZ;
0100
0101
0102 private:
0103
0104
0105
0106   Standard_Boolean Done;
0107   Standard_Integer Iter;
0108   math_Status TheStatus;
0109   math_Matrix TheDirections;
0110   Standard_Integer State;
0111   Standard_Integer Itermax;
0112
0113
0114 };
0115
0116
0117 #include <math_Powell.lxx>
0118
0119
0120
0121
0122
0123 #endif // _math_Powell_HeaderFile