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0027371: Regression: BRepExtrema works too much slower in 691 (from 670)

I
Lipschitz constant tuning.
Shubert estimation for minimal value is added.

II
Math_GlobOptMin Refactoring.

III
Test case is added.

class NCollection_CellFilter_Inspector moved into math_GlobOptMin class.
This commit is contained in:
aml
2016-04-12 12:15:07 +03:00
committed by bugmaster
parent 4b5857d330
commit 246c7a7554
5 changed files with 239 additions and 201 deletions

View File

@@ -23,87 +23,42 @@
#include <NCollection_Sequence.hxx>
#include <Standard_Type.hxx>
class NCollection_CellFilter_Inspector
{
public:
//! Points and target type
typedef math_Vector Point;
typedef math_Vector Target;
NCollection_CellFilter_Inspector(const Standard_Integer theDim,
const Standard_Real theTol)
: myCurrent(1, theDim)
{
myTol = theTol * theTol;
myIsFind = Standard_False;
Dimension = theDim;
}
//! Access to co-ordinate
static Standard_Real Coord (int i, const Point &thePnt)
{
return thePnt(i + 1);
}
//! Auxiliary method to shift point by each coordinate on given value;
//! useful for preparing a points range for Inspect with tolerance
void Shift (const Point& thePnt,
const NCollection_Array1<Standard_Real> &theTol,
Point& theLowPnt,
Point& theUppPnt) const
{
for(Standard_Integer anIdx = 1; anIdx <= Dimension; anIdx++)
{
theLowPnt(anIdx) = thePnt(anIdx) - theTol(anIdx - 1);
theUppPnt(anIdx) = thePnt(anIdx) + theTol(anIdx - 1);
}
}
void ClearFind()
{
myIsFind = Standard_False;
}
Standard_Boolean isFind()
{
return myIsFind;
}
//! Set current point to search for coincidence
void SetCurrent (const math_Vector& theCurPnt)
{
myCurrent = theCurPnt;
}
//! Implementation of inspection method
NCollection_CellFilter_Action Inspect (const Target& theObject)
{
Standard_Real aSqDist = (myCurrent - theObject).Norm2();
if(aSqDist < myTol)
{
myIsFind = Standard_True;
}
return CellFilter_Keep;
}
private:
Standard_Real myTol;
math_Vector myCurrent;
Standard_Boolean myIsFind;
Standard_Integer Dimension;
};
//! This class represents Evtushenko's algorithm of global optimization based on nonuniform mesh.<br>
//! Article: Yu. Evtushenko. Numerical methods for finding global extreme (case of a non-uniform mesh). <br>
//! This class represents Evtushenko's algorithm of global optimization based on non-uniform mesh.
//! Article: Yu. Evtushenko. Numerical methods for finding global extreme (case of a non-uniform mesh).
//! U.S.S.R. Comput. Maths. Math. Phys., Vol. 11, N 6, pp. 38-54.
//!
//! This method performs search on non-uniform mesh. The search space is a box in R^n space.
//! The default behavior is to find all minimums in that box. Computation of maximums is not supported.
//!
//! The search box can be split into smaller boxes by discontinuity criteria.
//! This functionality is covered by SetGlobalParams and SetLocalParams API.
//!
//! It is possible to set continuity of the local boxes.
//! Such option can forcibly change local extrema search.
//! In other words if theFunc can be casted to the function with Hessian but, continuity is set to 1
//! Gradient based local optimization method will be used, not Hessian based method.
//! This functionality is covered by SetContinuity and GetContinuity API.
//!
//! It is possible to freeze Lipschitz const to avoid internal modifications on it.
//! This functionality is covered by SetLipConstState and GetLipConstState API.
//!
//! It is possible to perform single solution search.
//! This functionality is covered by first parameter in Perform method.
//!
//! It is possible to set / get minimal value of the functional.
//! It works well together with single solution search.
//! This functionality is covered by SetFunctionalMinimalValue and GetFunctionalMinimalValue API.
class math_GlobOptMin
{
public:
//! Constructor. Perform method is not called from it.
//! @param theFunc - objective functional.
//! @param theLowerBorder - lower corner of the search box.
//! @param theUpperBorder - upper corner of the search box.
//! @param theC - Lipschitz constant.
//! @param theDiscretizationTol - parameter space discretization tolerance.
//! @param theSameTol - functional value space indifference tolerance.
Standard_EXPORT math_GlobOptMin(math_MultipleVarFunction* theFunc,
const math_Vector& theLowerBorder,
const math_Vector& theUpperBorder,
@@ -111,6 +66,12 @@ public:
const Standard_Real theDiscretizationTol = 1.0e-2,
const Standard_Real theSameTol = 1.0e-7);
//! @param theFunc - objective functional.
//! @param theLowerBorder - lower corner of the search box.
//! @param theUpperBorder - upper corner of the search box.
//! @param theC - Lipschitz constant.
//! @param theDiscretizationTol - parameter space discretization tolerance.
//! @param theSameTol - functional value space indifference tolerance.
Standard_EXPORT void SetGlobalParams(math_MultipleVarFunction* theFunc,
const math_Vector& theLowerBorder,
const math_Vector& theUpperBorder,
@@ -118,48 +79,130 @@ public:
const Standard_Real theDiscretizationTol = 1.0e-2,
const Standard_Real theSameTol = 1.0e-7);
//! Method to reduce bounding box. Perform will use this box.
//! @param theLocalA - lower corner of the local box.
//! @param theLocalB - upper corner of the local box.
Standard_EXPORT void SetLocalParams(const math_Vector& theLocalA,
const math_Vector& theLocalB);
//! Method to set tolerances.
//! @param theDiscretizationTol - parameter space discretization tolerance.
//! @param theSameTol - functional value space indifference tolerance.
Standard_EXPORT void SetTol(const Standard_Real theDiscretizationTol,
const Standard_Real theSameTol);
//! Method to get tolerances.
//! @param theDiscretizationTol - parameter space discretization tolerance.
//! @param theSameTol - functional value space indifference tolerance.
Standard_EXPORT void GetTol(Standard_Real& theDiscretizationTol,
Standard_Real& theSameTol);
Standard_EXPORT ~math_GlobOptMin();
//! @param isFindSingleSolution - defines whether to find single solution or all solutions.
Standard_EXPORT void Perform(const Standard_Boolean isFindSingleSolution = Standard_False);
//! Get best functional value.
Standard_EXPORT Standard_Real GetF();
//! Return count of global extremas.
Standard_EXPORT Standard_Integer NbExtrema();
//! Return solution theIndex, 1 <= theIndex <= NbExtrema.
Standard_EXPORT void Points(const Standard_Integer theIndex, math_Vector& theSol);
Standard_EXPORT Standard_Boolean isDone();
//! Set functional minimal value.
Standard_EXPORT void SetFunctionalMinimalValue(const Standard_Real theMinimalValue);
//! Lock/Unlock Lipchitz constant for internal modifications.
Standard_EXPORT void SetLipConstState(const Standard_Boolean theFlag);
//! Get functional minimal value.
Standard_EXPORT Standard_Real GetFunctionalMinimalValue();
//! Get continuity of local borders splits.
//! Set / Get continuity of local borders splits (0 ~ C0, 1 ~ C1, 2 ~ C2).
inline void SetContinuity(const Standard_Integer theCont) { myCont = theCont; }
inline Standard_Integer GetContinuity() const {return myCont; }
//! Set continuity of local borders splits.
inline void SetContinuity(const Standard_Integer theCont) { myCont = theCont; }
//! Set / Get functional minimal value.
inline void SetFunctionalMinimalValue(const Standard_Real theMinimalValue)
{ myFunctionalMinimalValue = theMinimalValue; }
inline Standard_Real GetFunctionalMinimalValue() const {return myFunctionalMinimalValue;}
//! Set / Get Lipchitz constant modification state.
//! True means that the constant is locked and unlocked otherwise.
inline void SetLipConstState(const Standard_Boolean theFlag) {myIsConstLocked = theFlag; }
inline Standard_Boolean GetLipConstState() const { return myIsConstLocked; }
//! Return computation state of the algorithm.
inline Standard_Boolean isDone() const {return myDone; }
//! Get best functional value.
inline Standard_Real GetF() const {return myF;}
//! Return count of global extremas.
inline Standard_Integer NbExtrema() const {return mySolCount;}
private:
//! Class for duplicate fast search. For internal usage only.
class NCollection_CellFilter_Inspector
{
public:
//! Points and target type
typedef math_Vector Point;
typedef math_Vector Target;
NCollection_CellFilter_Inspector(const Standard_Integer theDim,
const Standard_Real theTol)
: myCurrent(1, theDim)
{
myTol = theTol * theTol;
myIsFind = Standard_False;
Dimension = theDim;
}
//! Access to coordinate.
static Standard_Real Coord (int i, const Point &thePnt)
{
return thePnt(i + 1);
}
//! Auxiliary method to shift point by each coordinate on given value;
//! useful for preparing a points range for Inspect with tolerance.
void Shift (const Point& thePnt,
const NCollection_Array1<Standard_Real> &theTol,
Point& theLowPnt,
Point& theUppPnt) const
{
for(Standard_Integer anIdx = 1; anIdx <= Dimension; anIdx++)
{
theLowPnt(anIdx) = thePnt(anIdx) - theTol(anIdx - 1);
theUppPnt(anIdx) = thePnt(anIdx) + theTol(anIdx - 1);
}
}
void ClearFind()
{
myIsFind = Standard_False;
}
Standard_Boolean isFind()
{
return myIsFind;
}
//! Set current point to search for coincidence
void SetCurrent (const math_Vector& theCurPnt)
{
myCurrent = theCurPnt;
}
//! Implementation of inspection method
NCollection_CellFilter_Action Inspect (const Target& theObject)
{
Standard_Real aSqDist = (myCurrent - theObject).Norm2();
if(aSqDist < myTol)
{
myIsFind = Standard_True;
}
return CellFilter_Keep;
}
private:
Standard_Real myTol;
math_Vector myCurrent;
Standard_Boolean myIsFind;
Standard_Integer Dimension;
};
// Compute cell size.
void initCellSize();
@@ -173,14 +216,14 @@ private:
void computeGlobalExtremum(Standard_Integer theIndex);
//! Check possibility to stop computations.
//! Find single solution + in neighbourhood of best possible solution.
//! Find single solution + in neighborhood of best possible solution.
Standard_Boolean CheckFunctionalStopCriteria();
//! Computes starting value / approximation:
//! myF - initial best value.
//! myY - initial best point.
//! myC - approximation of Lipschitz constant.
//! to imporve convergence speed.
//! to improve convergence speed.
void computeInitialValues();
//! Check that myA <= thePnt <= myB
@@ -213,7 +256,7 @@ private:
// Algorithm data.
Standard_Real myZ;
Standard_Real myE1; // Border coeff.
Standard_Real myE1; // Border coefficient.
Standard_Real myE2; // Minimum step size.
Standard_Real myE3; // Local extrema starting parameter.
@@ -222,7 +265,6 @@ private:
math_Vector myV; // Steps array.
math_Vector myMaxV; // Max Steps array.
Standard_Real myLastStep; // Last step.
math_Vector myExpandCoeff; // Define expand coefficient between neighboring indiced dimensions.
NCollection_Array1<Standard_Real> myCellSize;
Standard_Integer myMinCellFilterSol;