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5647b46a34
Reorganizing structure to have Module/TK/Package/FILES structure. New structure reflect the structure inside IDE. Migrate FILES, PACKAGES, EXTRLIB to CMake version to handle changes on updates. No changes were done to installation layout, all installation result keep as before. The migration was done using python script, see PR, which refactor automatically the structure. Updated doc generation to have valid path to modules, toolkits and packages. In case of PR into new version, IR-790 can be used as a target for the previous version.
135 lines
5.1 KiB
C++
135 lines
5.1 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,
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const Standard_Real Tolerance = 1.0e-8,
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const Standard_Integer NbIterations = 200,
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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,
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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,
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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(
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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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