2 Copyright (C) 2008-2024 EDF R&D
4 This file is part of SALOME ADAO module.
6 This library is free software; you can redistribute it and/or
7 modify it under the terms of the GNU Lesser General Public
8 License as published by the Free Software Foundation; either
9 version 2.1 of the License, or (at your option) any later version.
11 This library is distributed in the hope that it will be useful,
12 but WITHOUT ANY WARRANTY; without even the implied warranty of
13 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
14 Lesser General Public License for more details.
16 You should have received a copy of the GNU Lesser General Public
17 License along with this library; if not, write to the Free Software
18 Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
20 See http://www.salome-platform.org/ or email : webmaster.salome@opencascade.com
22 Author: Jean-Philippe Argaud, jean-philippe.argaud@edf.fr, EDF R&D
24 .. index:: single: DerivativeFreeOptimization
25 .. _section_ref_algorithm_DerivativeFreeOptimization:
27 Calculation algorithm "*DerivativeFreeOptimization*"
28 ----------------------------------------------------
30 .. ------------------------------------ ..
31 .. include:: snippets/Header2Algo01.rst
33 This algorithm realizes an estimation of the state of a system by minimization
34 without gradient of a cost function :math:`J`, using a search method by simplex
35 type or similar approximation. It is a method that does not use the derivatives
36 of the cost function. It falls in the same category than the
37 :ref:`section_ref_algorithm_DifferentialEvolution`,
38 :ref:`section_ref_algorithm_ParticleSwarmOptimization` or
39 :ref:`section_ref_algorithm_TabuSearch`.
41 This is a mono-objective optimization method allowing for global minimum search
42 of a general error function :math:`J` of type :math:`L^1`, :math:`L^2` or
43 :math:`L^{\infty}`, with or without weights. The default error function is the
44 augmented weighted least squares function, classically used in data
47 .. ------------------------------------ ..
48 .. include:: snippets/Header2Algo12.rst
50 .. include:: snippets/FeaturePropNonLocalOptimization.rst
52 .. include:: snippets/FeaturePropDerivativeFree.rst
54 .. include:: snippets/FeaturePropParallelFree.rst
56 .. include:: snippets/FeaturePropConvergenceOnBoth.rst
58 .. ------------------------------------ ..
59 .. include:: snippets/Header2Algo02.rst
61 .. include:: snippets/Background.rst
63 .. include:: snippets/BackgroundError.rst
65 .. include:: snippets/Observation.rst
67 .. include:: snippets/ObservationError.rst
69 .. include:: snippets/ObservationOperator.rst
71 .. ------------------------------------ ..
72 .. include:: snippets/Header2Algo03AdOp.rst
74 .. include:: snippets/Minimizer_DFO.rst
76 .. include:: snippets/BoundsWithNone.rst
78 .. include:: snippets/MaximumNumberOfIterations.rst
80 .. include:: snippets/MaximumNumberOfFunctionEvaluations.rst
82 .. include:: snippets/StateVariationTolerance.rst
84 .. include:: snippets/CostDecrementTolerance.rst
86 .. include:: snippets/QualityCriterion.rst
88 StoreSupplementaryCalculations
89 .. index:: single: StoreSupplementaryCalculations
91 *List of names*. This list indicates the names of the supplementary
92 variables, that can be available during or at the end of the algorithm, if
93 they are initially required by the user. Their availability involves,
94 potentially, costly calculations or memory consumptions. The default is then
95 a void list, none of these variables being calculated and stored by default
96 (excepted the unconditional variables). The possible names are in the
97 following list (the detailed description of each named variable is given in
98 the following part of this specific algorithmic documentation, in the
99 sub-section "*Information and variables available at the end of the
106 "CostFunctionJAtCurrentOptimum",
107 "CostFunctionJbAtCurrentOptimum",
108 "CostFunctionJoAtCurrentOptimum",
109 "CurrentIterationNumber",
114 "InnovationAtCurrentState",
117 "SimulatedObservationAtBackground",
118 "SimulatedObservationAtCurrentOptimum",
119 "SimulatedObservationAtCurrentState",
120 "SimulatedObservationAtOptimum",
124 ``{"StoreSupplementaryCalculations":["CurrentState", "Residu"]}``
126 .. ------------------------------------ ..
127 .. include:: snippets/Header2Algo04.rst
129 .. include:: snippets/Analysis.rst
131 .. include:: snippets/CostFunctionJ.rst
133 .. include:: snippets/CostFunctionJb.rst
135 .. include:: snippets/CostFunctionJo.rst
137 .. include:: snippets/CurrentState.rst
139 .. ------------------------------------ ..
140 .. include:: snippets/Header2Algo05.rst
142 .. include:: snippets/Analysis.rst
144 .. include:: snippets/BMA.rst
146 .. include:: snippets/CostFunctionJ.rst
148 .. include:: snippets/CostFunctionJb.rst
150 .. include:: snippets/CostFunctionJo.rst
152 .. include:: snippets/CostFunctionJAtCurrentOptimum.rst
154 .. include:: snippets/CostFunctionJbAtCurrentOptimum.rst
156 .. include:: snippets/CostFunctionJoAtCurrentOptimum.rst
158 .. include:: snippets/CurrentIterationNumber.rst
160 .. include:: snippets/CurrentOptimum.rst
162 .. include:: snippets/CurrentState.rst
164 .. include:: snippets/IndexOfOptimum.rst
166 .. include:: snippets/Innovation.rst
168 .. include:: snippets/InnovationAtCurrentState.rst
170 .. include:: snippets/OMA.rst
172 .. include:: snippets/OMB.rst
174 .. include:: snippets/SimulatedObservationAtBackground.rst
176 .. include:: snippets/SimulatedObservationAtCurrentOptimum.rst
178 .. include:: snippets/SimulatedObservationAtCurrentState.rst
180 .. include:: snippets/SimulatedObservationAtOptimum.rst
182 .. ------------------------------------ ..
183 .. _section_ref_algorithm_DerivativeFreeOptimization_examples:
185 .. include:: snippets/Header2Algo09.rst
187 .. include:: scripts/simple_DerivativeFreeOptimization.rst
189 .. literalinclude:: scripts/simple_DerivativeFreeOptimization.py
191 .. include:: snippets/Header2Algo10.rst
193 .. literalinclude:: scripts/simple_DerivativeFreeOptimization.res
196 .. include:: snippets/Header2Algo11.rst
198 .. _simple_DerivativeFreeOptimization:
199 .. image:: scripts/simple_DerivativeFreeOptimization.png
203 .. ------------------------------------ ..
204 .. include:: snippets/Header2Algo06.rst
206 - :ref:`section_ref_algorithm_ParticleSwarmOptimization`
207 - :ref:`section_ref_algorithm_DifferentialEvolution`
208 - :ref:`section_ref_algorithm_TabuSearch`
210 .. ------------------------------------ ..
211 .. include:: snippets/Header2Algo07.rst