/usr/include/oce/math_PSO.hxx is in liboce-foundation-dev 0.18.2-2build1.
This file is owned by root:root, with mode 0o644.
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// Created by: Alexander Malyshev
// Copyright (c) 2014-2014 OPEN CASCADE SAS
//
// This file is part of Open CASCADE Technology software library.
//
// This library is free software; you can redistribute it and/or modify it under
// the terms of the GNU Lesser General Public License version 2.1 as published
// by the Free Software Foundation, with special exception defined in the file
// OCCT_LGPL_EXCEPTION.txt. Consult the file LICENSE_LGPL_21.txt included in OCCT
// distribution for complete text of the license and disclaimer of any warranty.
//
// Alternatively, this file may be used under the terms of Open CASCADE
// commercial license or contractual agreement.
#ifndef _math_PSO_HeaderFile
#define _math_PSO_HeaderFile
#include <math_BullardGenerator.hxx>
#include <math_MultipleVarFunction.hxx>
#include <math_Vector.hxx>
class math_PSOParticlesPool;
//! In this class implemented variation of Particle Swarm Optimization (PSO) method.
//! A. Ismael F. Vaz, L. N. Vicente
//! "A particle swarm pattern search method for bound constrained global optimization"
//!
//! Algorithm description:
//! Init Section:
//! At start of computation a number of �particles� are placed in the search space.
//! Each particle is assigned a random velocity.
//!
//! Computational loop:
//! The particles are moved in cycle, simulating some �social� behavior, so that new position of
//! a particle on each step depends not only on its velocity and previous path, but also on the
//! position of the best particle in the pool and best obtained position for current particle.
//! The velocity of the particles is decreased on each step, so that convergence is guaranteed.
//!
//! Algorithm output:
//! Best point in param space (position of the best particle) and value of objective function.
//!
//! Pros:
//! One of the fastest algorithms.
//! Work over functions with a lot local extremums.
//! Does not require calculation of derivatives of the functional.
//!
//! Cons:
//! Convergence to global minimum not proved, which is a typical drawback for all stochastic algorithms.
//! The result depends on random number generator.
//!
//! Warning: PSO is effective to walk into optimum surrounding, not to get strict optimum.
//! Run local optimization from pso output point.
//! Warning: In PSO used fixed seed in RNG, so results are reproducible.
class math_PSO
{
public:
/**
* Constructor.
*
* @param theFunc defines the objective function. It should exist during all lifetime of class instance.
* @param theLowBorder defines lower border of search space.
* @param theUppBorder defines upper border of search space.
* @param theSteps defines steps of regular grid, used for particle generation.
This parameter used to define stop condition (TerminalVelocity).
* @param theNbParticles defines number of particles.
* @param theNbIter defines maximum number of iterations.
*/
Standard_EXPORT math_PSO(math_MultipleVarFunction* theFunc,
const math_Vector& theLowBorder,
const math_Vector& theUppBorder,
const math_Vector& theSteps,
const Standard_Integer theNbParticles = 32,
const Standard_Integer theNbIter = 100);
//! Perform computations, particles array is constructed inside of this function.
Standard_EXPORT void Perform(const math_Vector& theSteps,
Standard_Real& theValue,
math_Vector& theOutPnt,
const Standard_Integer theNbIter = 100);
//! Perform computations with given particles array.
Standard_EXPORT void Perform(math_PSOParticlesPool& theParticles,
Standard_Integer theNbParticles,
Standard_Real& theValue,
math_Vector& theOutPnt,
const Standard_Integer theNbIter = 100);
private:
void performPSOWithGivenParticles(math_PSOParticlesPool& theParticles,
Standard_Integer theNbParticles,
Standard_Real& theValue,
math_Vector& theOutPnt,
const Standard_Integer theNbIter = 100);
math_MultipleVarFunction *myFunc;
math_Vector myLowBorder; // Lower border.
math_Vector myUppBorder; // Upper border.
math_Vector mySteps; // steps used in PSO algorithm.
Standard_Integer myN; // Dimension count.
Standard_Integer myNbParticles; // Particles number.
Standard_Integer myNbIter;
};
#endif
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