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//static const char* sccsid = "@(#)math_FRPR.cxx 3.2 95/01/10"; // Do not delete this line. Used by sccs.
//#ifndef DEB
#define No_Standard_RangeError
#define No_Standard_OutOfRange
#define No_Standard_DimensionError
//#endif
#include <math_FRPR.ixx>
#include <math_BracketMinimum.hxx>
#include <math_BrentMinimum.hxx>
#include <math_Function.hxx>
#include <math_MultipleVarFunction.hxx>
#include <math_MultipleVarFunctionWithGradient.hxx>
// l'utilisation de math_BrentMinumim pur trouver un minimum dans une direction
// donnee n'est pas du tout optimale. voir peut etre interpolation cubique
// classique et aussi essayer "recherche unidimensionnelle economique"
// PROGRAMMATION MATHEMATIQUE (theorie et algorithmes) tome1 page 82.
class DirFunctionTer : public math_Function {
math_Vector *P0;
math_Vector *Dir;
math_Vector *P;
math_MultipleVarFunction *F;
public :
DirFunctionTer(math_Vector& V1,
math_Vector& V2,
math_Vector& V3,
math_MultipleVarFunction& f);
void Initialize(const math_Vector& p0, const math_Vector& dir);
virtual Standard_Boolean Value(const Standard_Real x, Standard_Real& fval);
};
DirFunctionTer::DirFunctionTer(math_Vector& V1,
math_Vector& V2,
math_Vector& V3,
math_MultipleVarFunction& f) {
P0 = &V1;
Dir = &V2;
P = &V3;
F = &f;
}
void DirFunctionTer::Initialize(const math_Vector& p0,
const math_Vector& dir) {
*P0 = p0;
*Dir = dir;
}
Standard_Boolean DirFunctionTer::Value(const Standard_Real x, Standard_Real& fval) {
*P = *Dir;
P->Multiply(x);
P->Add(*P0);
F->Value(*P, fval);
return Standard_True;
}
static Standard_Boolean MinimizeDirection(math_Vector& P,
math_Vector& Dir,
Standard_Real& Result,
DirFunctionTer& F) {
Standard_Real ax, xx, bx;
F.Initialize(P, Dir);
math_BracketMinimum Bracket(F, 0.0, 1.0);
if(Bracket.IsDone()) {
Bracket.Values(ax, xx, bx);
math_BrentMinimum Sol(F, ax, xx, bx, 1.0e-10, 100);
if(Sol.IsDone()) {
Standard_Real Scale = Sol.Location();
Result = Sol.Minimum();
Dir.Multiply(Scale);
P.Add(Dir);
return Standard_True;
}
}
return Standard_False;
}
void math_FRPR::Perform(math_MultipleVarFunctionWithGradient& F,
const math_Vector& StartingPoint) {
Standard_Boolean Good;
Standard_Integer n = TheLocation.Length();
Standard_Integer j, its;
Standard_Real gg, gam, dgg;
math_Vector g(1, n), h(1, n);
math_Vector Temp1(1, n);
math_Vector Temp2(1, n);
math_Vector Temp3(1, n);
DirFunctionTer F_Dir(Temp1, Temp2, Temp3, F);
TheLocation = StartingPoint;
Good = F.Values(TheLocation, PreviousMinimum, TheGradient);
if(!Good) {
Done = Standard_False;
TheStatus = math_FunctionError;
return;
}
g = -TheGradient;
h = g;
TheGradient = g;
for(its = 1; its <= Itermax; its++) {
Iter = its;
Standard_Boolean IsGood = MinimizeDirection(TheLocation,
TheGradient, TheMinimum, F_Dir);
if(!IsGood) {
Done = Standard_False;
TheStatus = math_DirectionSearchError;
return;
}
if(IsSolutionReached(F)) {
Done = Standard_True;
State = F.GetStateNumber();
TheStatus = math_OK;
return;
}
Good = F.Values(TheLocation, PreviousMinimum, TheGradient);
if(!Good) {
Done = Standard_False;
TheStatus = math_FunctionError;
return;
}
dgg =0.0;
gg = 0.0;
for(j = 1; j<= n; j++) {
gg += g(j)*g(j);
// dgg += TheGradient(j)*TheGradient(j); //for Fletcher-Reeves
dgg += (TheGradient(j)+g(j)) * TheGradient(j); //for Polak-Ribiere
}
if (gg == 0.0) {
//Unlikely. If gradient is exactly 0 then we are already done.
Done = Standard_False;
TheStatus = math_FunctionError;
return;
}
gam = dgg/gg;
g = -TheGradient;
TheGradient = g + gam*h;
h = TheGradient;
}
Done = Standard_False;
TheStatus = math_TooManyIterations;
return;
}
Standard_Boolean math_FRPR::IsSolutionReached(
// math_MultipleVarFunctionWithGradient& F) {
math_MultipleVarFunctionWithGradient& ) {
return (2.0 * fabs(TheMinimum - PreviousMinimum)) <=
XTol * (fabs(TheMinimum) + fabs(PreviousMinimum) + EPSZ);
}
math_FRPR::math_FRPR(math_MultipleVarFunctionWithGradient& F,
const math_Vector& StartingPoint,
const Standard_Real Tolerance,
const Standard_Integer NbIterations,
const Standard_Real ZEPS)
: TheLocation(1, StartingPoint.Length()),
TheGradient(1, StartingPoint.Length()) {
XTol = Tolerance;
EPSZ = ZEPS;
Itermax = NbIterations;
Perform(F, StartingPoint);
}
math_FRPR::math_FRPR(math_MultipleVarFunctionWithGradient& F,
const Standard_Real Tolerance,
const Standard_Integer NbIterations,
const Standard_Real ZEPS)
: TheLocation(1, F.NbVariables()),
TheGradient(1, F.NbVariables()) {
XTol = Tolerance;
EPSZ = ZEPS;
Itermax = NbIterations;
}
void math_FRPR::Delete()
{}
void math_FRPR::Dump(Standard_OStream& o) const {
o << "math_FRPR ";
if(Done) {
o << " Status = Done \n";
o << " Location Vector = "<< TheLocation << "\n";
o << " Minimum value = " << TheMinimum <<"\n";
o << " Number of iterations = " << Iter <<"\n";
}
else {
o << " Status = not Done because " << (Standard_Integer)TheStatus << "\n";
}
}
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