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Public Member Functions | Protected Attributes
math_Powell Class Reference

This class implements the Powell method to find the minimum of
function of multiple variables (the gradient does not have to be known).

#include <math_Powell.hxx>

Public Member Functions

DEFINE_STANDARD_ALLOC math_Powell (math_MultipleVarFunction &F, const math_Vector &StartingPoint, const math_Matrix &StartingDirections, const Standard_Real Tolerance, const Standard_Integer NbIterations=200, const Standard_Real ZEPS=1.0e-12)
 Computes Powell minimization on the function F given
StartingPoint, and an initial matrix StartingDirection
whose columns contain the initial set of directions. The
solution F = Fi is found when 2.0 * abs(Fi - Fi-1) =
<Tolerance * (abs(Fi) + abs(Fi-1) + ZEPS). The maximum
number of iterations allowed is given by NbIterations.

 math_Powell (math_MultipleVarFunction &F, const Standard_Real Tolerance, const Standard_Integer NbIterations=200, const Standard_Real ZEPS=1.0e-12)
 is used in a sub-class to initialize correctly all the fields
of this class.

virtual void Delete ()
virtual ~math_Powell ()
void Perform (math_MultipleVarFunction &F, const math_Vector &StartingPoint, const math_Matrix &StartingDirections)
 Use this method after a call to the initialization constructor
to compute the minimum of function F.
Warning
The initialization constructor must have been called before
the Perform method is called.

virtual Standard_Boolean IsSolutionReached (math_MultipleVarFunction &F)
 solution F = Fi is found when :
2.0 * abs(Fi - Fi-1) <= Tolerance * (abs(Fi) + abs(Fi-1)) + ZEPS.
The maximum number of iterations allowed is given by NbIterations.

Standard_Boolean IsDone () const
 Returns true if the computations are successful, otherwise returns false.

const math_VectorLocation () const
 returns the location vector of the minimum.
Exception NotDone is raised if the minimum was not found.

void Location (math_Vector &Loc) const
 outputs the location vector of the minimum in Loc.
Exception NotDone is raised if the minimum was not found.
Exception DimensionError is raised if the range of Loc is not
equal to the range of the StartingPoint.

Standard_Real Minimum () const
 Returns the value of the minimum.
Exception NotDone is raised if the minimum was not found.

Standard_Integer NbIterations () const
 Returns the number of iterations really done during the
computation of the minimum.
Exception NotDone is raised if the minimum was not found.

void Dump (Standard_OStream &o) const
 Prints information on the current state of the object.
Is used to redefine the operator <<.

Protected Attributes

math_Vector TheLocation
Standard_Real TheMinimum
Standard_Real TheLocationError
Standard_Real PreviousMinimum
Standard_Real XTol
Standard_Real EPSZ

Constructor & Destructor Documentation

DEFINE_STANDARD_ALLOC math_Powell::math_Powell ( math_MultipleVarFunction F,
const math_Vector StartingPoint,
const math_Matrix StartingDirections,
const Standard_Real  Tolerance,
const Standard_Integer  NbIterations = 200,
const Standard_Real  ZEPS = 1.0e-12 
)
math_Powell::math_Powell ( math_MultipleVarFunction F,
const Standard_Real  Tolerance,
const Standard_Integer  NbIterations = 200,
const Standard_Real  ZEPS = 1.0e-12 
)
virtual math_Powell::~math_Powell ( ) [inline, virtual]

Member Function Documentation

virtual void math_Powell::Delete ( ) [virtual]
void math_Powell::Perform ( math_MultipleVarFunction F,
const math_Vector StartingPoint,
const math_Matrix StartingDirections 
)

Field Documentation


The documentation for this class was generated from the following file: