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1. Check, if value found by math_PSO algorithm cannot be precised by math_NewtonMinimum algorithm. In this case, we call math_PSO algorithm repeatedly, however, with other parameters. 2. Some margin of edge tolerance value has been provided in IntTools_Tools class. 3. Interface of math_NewtonMinimum class has been changed (method GetStatus() has been added). Correction of some test cases according to their new behavior.
155 lines
4.8 KiB
C++
155 lines
4.8 KiB
C++
// Created on: 1996-02-28
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// Created by: Philippe MANGIN
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// Copyright (c) 1996-1999 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_NewtonMinimum_HeaderFile
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#define _math_NewtonMinimum_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 <Standard_Boolean.hxx>
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#include <math_Status.hxx>
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#include <math_Vector.hxx>
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#include <math_Matrix.hxx>
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#include <Standard_Real.hxx>
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#include <Standard_Integer.hxx>
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#include <Standard_OStream.hxx>
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class StdFail_NotDone;
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class Standard_DimensionError;
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class math_MultipleVarFunctionWithHessian;
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class math_NewtonMinimum
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{
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public:
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DEFINE_STANDARD_ALLOC
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//! The tolerance required on the solution is given by Tolerance.
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//! Iteration are stopped if (!WithSingularity) and H(F(Xi)) is not definite
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//! positive (if the smaller eigenvalue of H < Convexity)
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//! or IsConverged() returns True for 2 successives Iterations.
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//! Warning: This constructor does not perform computation.
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Standard_EXPORT math_NewtonMinimum(const math_MultipleVarFunctionWithHessian& theFunction, const Standard_Real theTolerance = 1.0e-7, const Standard_Integer theNbIterations = 40, const Standard_Real theConvexity = 1.0e-6, const Standard_Boolean theWithSingularity = Standard_True);
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//! Search the solution.
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Standard_EXPORT void Perform (math_MultipleVarFunctionWithHessian& theFunction, const math_Vector& theStartingPoint);
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//! Destructor
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Standard_EXPORT virtual ~math_NewtonMinimum();
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//! This method is called at the end of each iteration to check the convergence:
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//! || Xi+1 - Xi || < Tolerance or || F(Xi+1) - F(Xi)|| < Tolerance * || F(Xi) ||
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//! It can be redefined in a sub-class to implement a specific test.
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virtual Standard_Boolean IsConverged() const;
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//! Tests if an error has occured.
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Standard_Boolean IsDone() const;
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//! Tests if the Function is convexe during optimization.
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Standard_Boolean IsConvex() const;
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//! returns the location vector of the minimum.
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//! Exception NotDone is raised if an error has occured.
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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 an error has occured.
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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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//! Set boundaries.
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Standard_EXPORT void SetBoundary (const math_Vector& theLeftBorder, const math_Vector& theRightBorder);
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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 an error has occured.the minimum was not found.
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const math_Vector& Gradient() const;
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//! outputs 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 an error has occured.
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Standard_Integer NbIterations() const;
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//! Returns the Status of computation.
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//! The exception NotDone is raised if an error has occured.
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math_Status GetStatus() 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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math_Vector TheStep;
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math_Matrix TheHessian;
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Standard_Real PreviousMinimum;
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Standard_Real TheMinimum;
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Standard_Real MinEigenValue;
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Standard_Real XTol;
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Standard_Real CTol;
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Standard_Integer nbiter;
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Standard_Boolean NoConvexTreatement;
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Standard_Boolean Convex;
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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_NewtonMinimum.lxx>
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#endif // _math_NewtonMinimum_HeaderFile
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