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 Algorithme de calcul "*DerivativeFreeOptimization*"
28 ---------------------------------------------------
30 .. ------------------------------------ ..
31 .. include:: snippets/Header2Algo01.rst
33 Cet algorithme réalise une estimation de l'état d'un système par minimisation
34 sans gradient d'une fonctionnelle d'écart :math:`J`, en utilisant une méthode
35 de recherche par approximation de type simplexe ou similaire. C'est une méthode
36 qui n'utilise pas les dérivées de la fonctionnelle d'écart. Elle entre, par
37 exemple, dans la même catégorie que
38 l':ref:`section_ref_algorithm_ParticleSwarmOptimization`,
39 l':ref:`section_ref_algorithm_DifferentialEvolution` ou
40 l':ref:`section_ref_algorithm_TabuSearch`.
42 C'est une méthode d'optimisation mono-objectif permettant la recherche du
43 minimum global d'une fonctionnelle d'erreur :math:`J` quelconque de type
44 :math:`L^1`, :math:`L^2` ou :math:`L^{\infty}`, avec ou sans pondérations. La
45 fonctionnelle d'erreur par défaut est celle de moindres carrés pondérés
46 augmentés, classiquement utilisée en assimilation de données.
48 .. ------------------------------------ ..
49 .. include:: snippets/Header2Algo12.rst
51 .. include:: snippets/FeaturePropNonLocalOptimization.rst
53 .. include:: snippets/FeaturePropDerivativeFree.rst
55 .. include:: snippets/FeaturePropParallelFree.rst
57 .. ------------------------------------ ..
58 .. include:: snippets/Header2Algo02.rst
60 .. include:: snippets/Background.rst
62 .. include:: snippets/BackgroundError.rst
64 .. include:: snippets/Observation.rst
66 .. include:: snippets/ObservationError.rst
68 .. include:: snippets/ObservationOperator.rst
70 .. ------------------------------------ ..
71 .. include:: snippets/Header2Algo03AdOp.rst
73 .. include:: snippets/Minimizer_DFO.rst
75 .. include:: snippets/BoundsWithNone.rst
77 .. include:: snippets/MaximumNumberOfIterations.rst
79 .. include:: snippets/MaximumNumberOfFunctionEvaluations.rst
81 .. include:: snippets/StateVariationTolerance.rst
83 .. include:: snippets/CostDecrementTolerance.rst
85 .. include:: snippets/QualityCriterion.rst
87 StoreSupplementaryCalculations
88 .. index:: single: StoreSupplementaryCalculations
90 *Liste de noms*. Cette liste indique les noms des variables supplémentaires,
91 qui peuvent être disponibles au cours du déroulement ou à la fin de
92 l'algorithme, si elles sont initialement demandées par l'utilisateur. Leur
93 disponibilité implique, potentiellement, des calculs ou du stockage coûteux.
94 La valeur par défaut est donc une liste vide, aucune de ces variables n'étant
95 calculée et stockée par défaut (sauf les variables inconditionnelles). Les
96 noms possibles pour les variables supplémentaires sont dans la liste suivante
97 (la description détaillée de chaque variable nommée est donnée dans la suite
98 de cette documentation par algorithme spécifique, dans la sous-partie
99 "*Informations et variables disponibles à la fin de l'algorithme*") : [
105 "CostFunctionJAtCurrentOptimum",
106 "CostFunctionJbAtCurrentOptimum",
107 "CostFunctionJoAtCurrentOptimum",
108 "CurrentIterationNumber",
113 "InnovationAtCurrentState",
116 "SimulatedObservationAtBackground",
117 "SimulatedObservationAtCurrentOptimum",
118 "SimulatedObservationAtCurrentState",
119 "SimulatedObservationAtOptimum",
123 ``{"StoreSupplementaryCalculations":["CurrentState", "Residu"]}``
125 .. ------------------------------------ ..
126 .. include:: snippets/Header2Algo04.rst
128 .. include:: snippets/Analysis.rst
130 .. include:: snippets/CostFunctionJ.rst
132 .. include:: snippets/CostFunctionJb.rst
134 .. include:: snippets/CostFunctionJo.rst
136 .. include:: snippets/CurrentState.rst
138 .. ------------------------------------ ..
139 .. include:: snippets/Header2Algo05.rst
141 .. include:: snippets/Analysis.rst
143 .. include:: snippets/BMA.rst
145 .. include:: snippets/CostFunctionJ.rst
147 .. include:: snippets/CostFunctionJb.rst
149 .. include:: snippets/CostFunctionJo.rst
151 .. include:: snippets/CostFunctionJAtCurrentOptimum.rst
153 .. include:: snippets/CostFunctionJbAtCurrentOptimum.rst
155 .. include:: snippets/CostFunctionJoAtCurrentOptimum.rst
157 .. include:: snippets/CurrentIterationNumber.rst
159 .. include:: snippets/CurrentOptimum.rst
161 .. include:: snippets/CurrentState.rst
163 .. include:: snippets/IndexOfOptimum.rst
165 .. include:: snippets/Innovation.rst
167 .. include:: snippets/InnovationAtCurrentState.rst
169 .. include:: snippets/OMA.rst
171 .. include:: snippets/OMB.rst
173 .. include:: snippets/SimulatedObservationAtBackground.rst
175 .. include:: snippets/SimulatedObservationAtCurrentOptimum.rst
177 .. include:: snippets/SimulatedObservationAtCurrentState.rst
179 .. include:: snippets/SimulatedObservationAtOptimum.rst
181 .. ------------------------------------ ..
182 .. _section_ref_algorithm_DerivativeFreeOptimization_examples:
184 .. include:: snippets/Header2Algo09.rst
186 .. include:: scripts/simple_DerivativeFreeOptimization.rst
188 .. literalinclude:: scripts/simple_DerivativeFreeOptimization.py
190 .. include:: snippets/Header2Algo10.rst
192 .. literalinclude:: scripts/simple_DerivativeFreeOptimization.res
195 .. include:: snippets/Header2Algo11.rst
197 .. _simple_DerivativeFreeOptimization:
198 .. image:: scripts/simple_DerivativeFreeOptimization.png
202 .. ------------------------------------ ..
203 .. include:: snippets/Header2Algo06.rst
205 - :ref:`section_ref_algorithm_ParticleSwarmOptimization`
206 - :ref:`section_ref_algorithm_DifferentialEvolution`
207 - :ref:`section_ref_algorithm_TabuSearch`
209 .. ------------------------------------ ..
210 .. include:: snippets/Header2Algo07.rst