2 Copyright (C) 2008-2019 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/MaximumNumberOfSteps.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 Cette liste indique les noms des variables supplémentaires qui peuvent être
81 disponibles à la fin de l'algorithme. Cela implique potentiellement des
82 calculs ou du stockage coûteux. La valeur par défaut est une liste vide,
83 aucune de ces variables n'étant calculée et stockée par défaut. Les noms
84 possibles sont dans la liste suivante : [
87 "CostFunctionJAtCurrentOptimum",
89 "CostFunctionJbAtCurrentOptimum",
91 "CostFunctionJoAtCurrentOptimum",
96 "InnovationAtCurrentState",
99 "SimulatedObservationAtBackground",
100 "SimulatedObservationAtCurrentOptimum",
101 "SimulatedObservationAtCurrentState",
102 "SimulatedObservationAtOptimum",
106 ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}``
108 .. ------------------------------------ ..
109 .. include:: snippets/Header2Algo04.rst
111 .. include:: snippets/Analysis.rst
113 .. include:: snippets/CostFunctionJ.rst
115 .. include:: snippets/CostFunctionJb.rst
117 .. include:: snippets/CostFunctionJo.rst
119 .. include:: snippets/CurrentState.rst
121 .. ------------------------------------ ..
122 .. include:: snippets/Header2Algo05.rst
124 .. include:: snippets/BMA.rst
126 .. include:: snippets/CostFunctionJAtCurrentOptimum.rst
128 .. include:: snippets/CostFunctionJbAtCurrentOptimum.rst
130 .. include:: snippets/CostFunctionJoAtCurrentOptimum.rst
132 .. include:: snippets/CurrentOptimum.rst
134 .. include:: snippets/IndexOfOptimum.rst
136 .. include:: snippets/Innovation.rst
138 .. include:: snippets/InnovationAtCurrentState.rst
140 .. include:: snippets/OMA.rst
142 .. include:: snippets/OMB.rst
144 .. include:: snippets/SimulatedObservationAtBackground.rst
146 .. include:: snippets/SimulatedObservationAtCurrentOptimum.rst
148 .. include:: snippets/SimulatedObservationAtCurrentState.rst
150 .. include:: snippets/SimulatedObservationAtOptimum.rst
152 .. ------------------------------------ ..
153 .. include:: snippets/Header2Algo06.rst
155 - :ref:`section_ref_algorithm_ParticleSwarmOptimization`
156 - :ref:`section_ref_algorithm_DifferentialEvolution`
157 - :ref:`section_ref_algorithm_TabuSearch`
159 .. ------------------------------------ ..
160 .. include:: snippets/Header2Algo07.rst