2 Copyright (C) 2008-2023 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 d'état d'un système par minimisation
34 d'une fonctionnelle d'écart :math:`J` sans gradient. C'est une méthode qui
35 n'utilise pas les dérivées de la fonctionnelle d'écart. Elle entre, par
36 exemple, dans la même catégorie que
37 l':ref:`section_ref_algorithm_ParticleSwarmOptimization`,
38 l':ref:`section_ref_algorithm_DifferentialEvolution` ou
39 l':ref:`section_ref_algorithm_TabuSearch`.
41 C'est une méthode d'optimisation permettant la recherche du minimum global d'une
42 fonctionnelle d'erreur :math:`J` quelconque de type :math:`L^1`, :math:`L^2` ou
43 :math:`L^{\infty}`, avec ou sans pondérations. La fonctionnelle d'erreur par
44 défaut est celle de moindres carrés pondérés augmentés, classiquement utilisée
45 en assimilation de données.
47 .. ------------------------------------ ..
48 .. include:: snippets/Header2Algo02.rst
50 .. include:: snippets/Background.rst
52 .. include:: snippets/BackgroundError.rst
54 .. include:: snippets/Observation.rst
56 .. include:: snippets/ObservationError.rst
58 .. include:: snippets/ObservationOperator.rst
60 .. ------------------------------------ ..
61 .. include:: snippets/Header2Algo03AdOp.rst
63 .. include:: snippets/Minimizer_DFO.rst
65 .. include:: snippets/BoundsWithNone.rst
67 .. include:: snippets/MaximumNumberOfIterations.rst
69 .. include:: snippets/MaximumNumberOfFunctionEvaluations.rst
71 .. include:: snippets/StateVariationTolerance.rst
73 .. include:: snippets/CostDecrementTolerance.rst
75 .. include:: snippets/QualityCriterion.rst
77 StoreSupplementaryCalculations
78 .. index:: single: StoreSupplementaryCalculations
80 *Liste de noms*. Cette liste indique les noms des variables supplémentaires,
81 qui peuvent être disponibles au cours du déroulement ou à la fin de
82 l'algorithme, si elles sont initialement demandées par l'utilisateur. Leur
83 disponibilité implique, potentiellement, des calculs ou du stockage coûteux.
84 La valeur par défaut est donc une liste vide, aucune de ces variables n'étant
85 calculée et stockée par défaut (sauf les variables inconditionnelles). Les
86 noms possibles pour les variables supplémentaires sont dans la liste suivante
87 (la description détaillée de chaque variable nommée est donnée dans la suite
88 de cette documentation par algorithme spécifique, dans la sous-partie
89 "*Informations et variables disponibles à la fin de l'algorithme*") : [
95 "CostFunctionJAtCurrentOptimum",
96 "CostFunctionJbAtCurrentOptimum",
97 "CostFunctionJoAtCurrentOptimum",
98 "CurrentIterationNumber",
103 "InnovationAtCurrentState",
106 "SimulatedObservationAtBackground",
107 "SimulatedObservationAtCurrentOptimum",
108 "SimulatedObservationAtCurrentState",
109 "SimulatedObservationAtOptimum",
113 ``{"StoreSupplementaryCalculations":["CurrentState", "Residu"]}``
115 .. ------------------------------------ ..
116 .. include:: snippets/Header2Algo04.rst
118 .. include:: snippets/Analysis.rst
120 .. include:: snippets/CostFunctionJ.rst
122 .. include:: snippets/CostFunctionJb.rst
124 .. include:: snippets/CostFunctionJo.rst
126 .. include:: snippets/CurrentState.rst
128 .. ------------------------------------ ..
129 .. include:: snippets/Header2Algo05.rst
131 .. include:: snippets/Analysis.rst
133 .. include:: snippets/BMA.rst
135 .. include:: snippets/CostFunctionJ.rst
137 .. include:: snippets/CostFunctionJb.rst
139 .. include:: snippets/CostFunctionJo.rst
141 .. include:: snippets/CostFunctionJAtCurrentOptimum.rst
143 .. include:: snippets/CostFunctionJbAtCurrentOptimum.rst
145 .. include:: snippets/CostFunctionJoAtCurrentOptimum.rst
147 .. include:: snippets/CurrentIterationNumber.rst
149 .. include:: snippets/CurrentOptimum.rst
151 .. include:: snippets/CurrentState.rst
153 .. include:: snippets/IndexOfOptimum.rst
155 .. include:: snippets/Innovation.rst
157 .. include:: snippets/InnovationAtCurrentState.rst
159 .. include:: snippets/OMA.rst
161 .. include:: snippets/OMB.rst
163 .. include:: snippets/SimulatedObservationAtBackground.rst
165 .. include:: snippets/SimulatedObservationAtCurrentOptimum.rst
167 .. include:: snippets/SimulatedObservationAtCurrentState.rst
169 .. include:: snippets/SimulatedObservationAtOptimum.rst
171 .. ------------------------------------ ..
172 .. _section_ref_algorithm_DerivativeFreeOptimization_examples:
174 .. include:: snippets/Header2Algo09.rst
176 .. include:: scripts/simple_DerivativeFreeOptimization.rst
178 .. literalinclude:: scripts/simple_DerivativeFreeOptimization.py
180 .. include:: snippets/Header2Algo10.rst
182 .. literalinclude:: scripts/simple_DerivativeFreeOptimization.res
185 .. include:: snippets/Header2Algo11.rst
187 .. _simple_DerivativeFreeOptimization:
188 .. image:: scripts/simple_DerivativeFreeOptimization.png
192 .. ------------------------------------ ..
193 .. include:: snippets/Header2Algo06.rst
195 - :ref:`section_ref_algorithm_ParticleSwarmOptimization`
196 - :ref:`section_ref_algorithm_DifferentialEvolution`
197 - :ref:`section_ref_algorithm_TabuSearch`
199 .. ------------------------------------ ..
200 .. include:: snippets/Header2Algo07.rst