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https://git.dev.opencascade.org/repos/occt.git
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b9280b8b27
Removed unused exception classes OSD_Exception_FLT_DIVIDE_BY_ZERO, OSD_Exception_INT_DIVIDE_BY_ZERO, OSD_Exception_FLT_DENORMAL_OPERAND, OSD_Exception_FLT_INEXACT_RESULT, OSD_Exception_FLT_INVALID_OPERATION, OSD_Exception_FLT_OVERFLOW, OSD_Exception_FLT_STACK_CHECK, OSD_Exception_FLT_UNDERFLOW.
151 lines
4.9 KiB
C++
151 lines
4.9 KiB
C++
// Created on: 1991-05-14
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// Created by: Laurent PAINNOT
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// Copyright (c) 1991-1999 Matra Datavision
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// Copyright (c) 1999-2014 OPEN CASCADE SAS
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//
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// This file is part of Open CASCADE Technology software library.
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//
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// This library is free software; you can redistribute it and/or modify it under
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// the terms of the GNU Lesser General Public License version 2.1 as published
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// by the Free Software Foundation, with special exception defined in the file
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// OCCT_LGPL_EXCEPTION.txt. Consult the file LICENSE_LGPL_21.txt included in OCCT
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// distribution for complete text of the license and disclaimer of any warranty.
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//
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// Alternatively, this file may be used under the terms of Open CASCADE
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// commercial license or contractual agreement.
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#ifndef _math_BFGS_HeaderFile
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#define _math_BFGS_HeaderFile
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#include <Standard.hxx>
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#include <Standard_DefineAlloc.hxx>
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#include <Standard_Handle.hxx>
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#include <math_Status.hxx>
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#include <math_Vector.hxx>
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#include <Standard_OStream.hxx>
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class math_MultipleVarFunctionWithGradient;
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//! This class implements the Broyden-Fletcher-Goldfarb-Shanno variant of
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//! Davidson-Fletcher-Powell minimization algorithm of a function of
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//! multiple variables.Knowledge of the function's gradient is required.
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//!
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//! It is possible to solve conditional optimization problem on hyperparallelepiped.
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//! Method SetBoundary is used to define hyperparallelepiped borders. With boundaries
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//! defined, the algorithm will not make evaluations of the function outside of the
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//! borders.
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class math_BFGS
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{
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public:
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DEFINE_STANDARD_ALLOC
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//! Initializes the computation of the minimum of a function with
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//! NbVariables.
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//! Tolerance, ZEPS and NbIterations are described in the method Perform.
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//! Warning:
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//! A call to the Perform method must be made after this
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//! initialization to effectively compute the minimum of the
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//! function F.
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Standard_EXPORT math_BFGS(const Standard_Integer NbVariables, const Standard_Real Tolerance = 1.0e-8, const Standard_Integer NbIterations = 200, const Standard_Real ZEPS = 1.0e-12);
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Standard_EXPORT virtual ~math_BFGS();
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//! Set boundaries for conditional optimization.
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//! The expected indices range of vectors is [1, NbVariables].
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Standard_EXPORT void SetBoundary(const math_Vector& theLeftBorder, const math_Vector& theRightBorder);
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//! Given the starting point StartingPoint,
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//! minimization is done on the function F.
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//! The solution F = Fi is found when :
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//! 2.0 * abs(Fi - Fi-1) <= Tolerance * (abs(Fi) + abs(Fi-1) + ZEPS).
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//! Tolerance, ZEPS and maximum number of iterations are given
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//! in the constructor.
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Standard_EXPORT void Perform (math_MultipleVarFunctionWithGradient& F, const math_Vector& StartingPoint);
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//! This method is called at the end of each iteration to check if the
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//! solution is found.
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//! It can be redefined in a sub-class to implement a specific test to
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//! stop the iterations.
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Standard_EXPORT virtual Standard_Boolean IsSolutionReached (math_MultipleVarFunctionWithGradient& F) const;
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//! Returns true if the computations are successful, otherwise returns false.
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Standard_Boolean IsDone() const;
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//! returns the location vector of the minimum.
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//! Exception NotDone is raised if the minimum was not found.
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const math_Vector& Location() const;
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//! outputs the location vector of the minimum in Loc.
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//! Exception NotDone is raised if the minimum was not found.
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//! Exception DimensionError is raised if the range of Loc is not
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//! equal to the range of the StartingPoint.
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void Location (math_Vector& Loc) const;
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//! returns the value of the minimum.
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//! Exception NotDone is raised if the minimum was not found.
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Standard_Real Minimum() const;
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//! Returns the gradient vector at the minimum.
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//! Exception NotDone is raised if the minimum was not found.
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const math_Vector& Gradient() const;
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//! Returns the value of the gradient vector at the minimum in Grad.
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//! Exception NotDone is raised if the minimum was not found.
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//! Exception DimensionError is raised if the range of Grad is not
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//! equal to the range of the StartingPoint.
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void Gradient (math_Vector& Grad) const;
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//! Returns the number of iterations really done in the
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//! calculation of the minimum.
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//! The exception NotDone is raised if the minimum was not found.
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Standard_Integer NbIterations() const;
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//! Prints on the stream o information on the current state
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//! of the object.
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//! Is used to redefine the operator <<.
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Standard_EXPORT void Dump (Standard_OStream& o) const;
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protected:
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math_Status TheStatus;
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math_Vector TheLocation;
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math_Vector TheGradient;
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Standard_Real PreviousMinimum;
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Standard_Real TheMinimum;
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Standard_Real XTol;
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Standard_Real EPSZ;
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Standard_Integer nbiter;
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Standard_Boolean myIsBoundsDefined;
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math_Vector myLeft;
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math_Vector myRight;
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private:
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Standard_Boolean Done;
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Standard_Integer Itermax;
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};
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#include <math_BFGS.lxx>
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#endif // _math_BFGS_HeaderFile
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