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f79b19a17e
Extrema between curves has been made producing correct result for the cases of solution located near bounds. - Class math_GlobOptMin has been improved to use lower order methods of local optimization when high-order methods are failed. - Add support of conditional optimization (in bounds) in the classes math_BFGS and math_BracketMinimum. - Turn on conditional optimization in the case of usage of math_BFGS in the class math_GlobOptMin. - Correct mistake in distmini command, which caused incorrect reading of deflection parameter. - To avoid possible FPE signals, ensure initialization of fields in the class math/math_BracketMinimum. - In the algorithms math_BFGS, math_Powell and math_FRPR, take into account that the function math_MultipleVarFunction can return failure status (e.g. when computing D0 out of bounds). New test cases have been added. Tests cases are updated. // correct test case
146 lines
5.4 KiB
C++
146 lines
5.4 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_BracketMinimum_HeaderFile
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#define _math_BracketMinimum_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 <Standard_Real.hxx>
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#include <Standard_OStream.hxx>
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class StdFail_NotDone;
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class math_Function;
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//! Given two distinct initial points, BracketMinimum
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//! implements the computation of three points (a, b, c) which
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//! bracket the minimum of the function and verify A less than
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//! B, B less than C and F(B) less than F(A), F(B) less than F(C).
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//!
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//! The algorithm supports conditional optimization. By default no limits are
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//! applied to the parameter change. The method SetLimits defines the allowed range.
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//! If no minimum is found in limits then IsDone() will return false. The user
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//! is in charge of providing A and B to be in limits.
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class math_BracketMinimum
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{
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public:
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DEFINE_STANDARD_ALLOC
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//! Constructor preparing A and B parameters only. It does not perform the job.
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Standard_EXPORT math_BracketMinimum(const Standard_Real A, const Standard_Real B);
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//! Given two initial values this class computes a
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//! bracketing triplet of abscissae Ax, Bx, Cx
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//! (such that Bx is between Ax and Cx, F(Bx) is
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//! less than both F(Bx) and F(Cx)) the Brent minimization is done
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//! on the function F.
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Standard_EXPORT math_BracketMinimum(math_Function& F, const Standard_Real A, const Standard_Real B);
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//! Given two initial values this class computes a
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//! bracketing triplet of abscissae Ax, Bx, Cx
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//! (such that Bx is between Ax and Cx, F(Bx) is
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//! less than both F(Bx) and F(Cx)) the Brent minimization is done
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//! on the function F.
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//! This constructor has to be used if F(A) is known.
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Standard_EXPORT math_BracketMinimum(math_Function& F, const Standard_Real A, const Standard_Real B, const Standard_Real FA);
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//! Given two initial values this class computes a
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//! bracketing triplet of abscissae Ax, Bx, Cx
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//! (such that Bx is between Ax and Cx, F(Bx) is
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//! less than both F(Bx) and F(Cx)) the Brent minimization is done
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//! on the function F.
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//! This constructor has to be used if F(A) and F(B) are known.
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Standard_EXPORT math_BracketMinimum(math_Function& F, const Standard_Real A, const Standard_Real B, const Standard_Real FA, const Standard_Real FB);
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//! Set limits of the parameter. By default no limits are applied to the parameter change.
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//! If no minimum is found in limits then IsDone() will return false. The user
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//! is in charge of providing A and B to be in limits.
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void SetLimits(const Standard_Real theLeft, const Standard_Real theRight);
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//! Set function value at A
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void SetFA(const Standard_Real theValue);
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//! Set function value at B
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void SetFB(const Standard_Real theValue);
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//! The method performing the job. It is called automatically by constructors with the function.
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Standard_EXPORT void Perform(math_Function& F);
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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 bracketed triplet of abscissae.
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//! Exceptions
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//! StdFail_NotDone if the algorithm fails (and IsDone returns false).
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Standard_EXPORT void Values (Standard_Real& A, Standard_Real& B, Standard_Real& C) const;
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//! returns the bracketed triplet function values.
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//! Exceptions
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//! StdFail_NotDone if the algorithm fails (and IsDone returns false).
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Standard_EXPORT void FunctionValues (Standard_Real& FA, Standard_Real& FB, Standard_Real& FC) 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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private:
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//! Limit the given value to become within the range [myLeft, myRight].
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Standard_Real Limited(const Standard_Real theValue) const;
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//! Limit the value of C (see Limited) and compute the function in it.
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//! If C occurs to be between A and B then swap parameters and function
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//! values of B and C.
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//! Return false in the case of C becomes equal to B or function calculation
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//! failure.
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Standard_Boolean LimitAndMayBeSwap(math_Function& F, const Standard_Real theA,
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Standard_Real& theB, Standard_Real& theFB,
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Standard_Real& theC, Standard_Real& theFC) const;
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private:
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Standard_Boolean Done;
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Standard_Real Ax;
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Standard_Real Bx;
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Standard_Real Cx;
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Standard_Real FAx;
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Standard_Real FBx;
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Standard_Real FCx;
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Standard_Real myLeft;
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Standard_Real myRight;
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Standard_Boolean myIsLimited;
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Standard_Boolean myFA;
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Standard_Boolean myFB;
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};
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#include <math_BracketMinimum.lxx>
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#endif // _math_BracketMinimum_HeaderFile
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