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797d11c6f5
Added initial values approximation to improve performance. Local optimization start coefficient fixed. Test case for issue CR25058
124 lines
4.6 KiB
C++
124 lines
4.6 KiB
C++
// Created on: 2014-01-20
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// Created by: Alexaner Malyshev
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// Copyright (c) 2014-2014 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_GlobOptMin_HeaderFile
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#define _math_GlobOptMin_HeaderFile
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#include <math_MultipleVarFunction.hxx>
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#include <NCollection_Sequence.hxx>
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#include <Standard_Type.hxx>
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//! This class represents Evtushenko's algorithm of global optimization based on nonuniform mesh.<br>
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//! Article: Yu. Evtushenko. Numerical methods for finding global extreme (case of a non-uniform mesh). <br>
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//! U.S.S.R. Comput. Maths. Math. Phys., Vol. 11, N 6, pp. 38-54.
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class math_GlobOptMin
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{
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public:
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Standard_EXPORT math_GlobOptMin(math_MultipleVarFunction* theFunc,
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const math_Vector& theA,
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const math_Vector& theB,
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const Standard_Real theC = 9,
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const Standard_Real theDiscretizationTol = 1.0e-2,
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const Standard_Real theSameTol = 1.0e-7);
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Standard_EXPORT void SetGlobalParams(math_MultipleVarFunction* theFunc,
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const math_Vector& theA,
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const math_Vector& theB,
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const Standard_Real theC = 9,
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const Standard_Real theDiscretizationTol = 1.0e-2,
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const Standard_Real theSameTol = 1.0e-7);
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Standard_EXPORT void SetLocalParams(const math_Vector& theLocalA,
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const math_Vector& theLocalB);
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Standard_EXPORT void SetTol(const Standard_Real theDiscretizationTol,
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const Standard_Real theSameTol);
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Standard_EXPORT void GetTol(Standard_Real& theDiscretizationTol,
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Standard_Real& theSameTol);
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Standard_EXPORT ~math_GlobOptMin();
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Standard_EXPORT void Perform();
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//! Get best functional value.
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Standard_EXPORT Standard_Real GetF();
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//! Return count of global extremas.
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Standard_EXPORT Standard_Integer NbExtrema();
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//! Return solution i, 1 <= i <= NbExtrema.
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Standard_EXPORT void Points(const Standard_Integer theIndex, math_Vector& theSol);
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Standard_Boolean isDone();
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private:
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math_GlobOptMin & operator = (const math_GlobOptMin & theOther);
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Standard_Boolean computeLocalExtremum(const math_Vector& thePnt, Standard_Real& theVal, math_Vector& theOutPnt);
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void computeGlobalExtremum(Standard_Integer theIndex);
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//! Computes starting value / approximation:
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// myF - initial best value.
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// myY - initial best point.
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// myC - approximation of Lipschitz constant.
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// to imporve convergence speed.
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void computeInitialValues();
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//! Check that myA <= pnt <= myB
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Standard_Boolean isInside(const math_Vector& thePnt);
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Standard_Boolean isStored(const math_Vector &thePnt);
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// Input.
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math_MultipleVarFunction* myFunc;
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Standard_Integer myN;
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math_Vector myA; // Left border on current C2 interval.
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math_Vector myB; // Right border on current C2 interval.
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math_Vector myGlobA; // Global left border.
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math_Vector myGlobB; // Global right border.
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Standard_Real myTol; // Discretization tolerance, default 1.0e-2.
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Standard_Real mySameTol; // points with ||p1 - p2|| < mySameTol is equal,
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// function values |val1 - val2| * 0.01 < mySameTol is equal,
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// default value is 1.0e-7.
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Standard_Real myC; //Lipschitz constant, default 9
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// Output.
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Standard_Boolean myDone;
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NCollection_Sequence<Standard_Real> myY;// Current solutions.
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Standard_Integer mySolCount; // Count of solutions.
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// Algorithm data.
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Standard_Real myZ;
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Standard_Real myE1; // Border coeff.
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Standard_Real myE2; // Minimum step size.
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Standard_Real myE3; // Local extrema starting parameter.
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math_Vector myX; // Current modified solution.
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math_Vector myTmp; // Current modified solution.
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math_Vector myV; // Steps array.
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math_Vector myMaxV; // Max Steps array.
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Standard_Real myF; // Current value of Global optimum.
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};
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const Handle(Standard_Type)& TYPE(math_GlobOptMin);
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#endif
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