Open CASCADE Technology
6.5.4
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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_Vector & | Location () 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 |
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 , |
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const Standard_Real | ZEPS = 1.0e-12 |
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) |
math_Powell::math_Powell | ( | math_MultipleVarFunction & | F, |
const Standard_Real | Tolerance, | ||
const Standard_Integer | NbIterations = 200 , |
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const Standard_Real | ZEPS = 1.0e-12 |
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) |
virtual math_Powell::~math_Powell | ( | ) | [inline, virtual] |
virtual void math_Powell::Delete | ( | ) | [virtual] |
void math_Powell::Dump | ( | Standard_OStream & | o | ) | const |
Standard_Boolean math_Powell::IsDone | ( | ) | const |
virtual Standard_Boolean math_Powell::IsSolutionReached | ( | math_MultipleVarFunction & | F | ) | [virtual] |
const math_Vector& math_Powell::Location | ( | ) | const |
void math_Powell::Location | ( | math_Vector & | Loc | ) | const |
Standard_Real math_Powell::Minimum | ( | ) | const |
Standard_Integer math_Powell::NbIterations | ( | ) | const |
void math_Powell::Perform | ( | math_MultipleVarFunction & | F, |
const math_Vector & | StartingPoint, | ||
const math_Matrix & | StartingDirections | ||
) |
Standard_Real math_Powell::EPSZ [protected] |
Standard_Real math_Powell::PreviousMinimum [protected] |
math_Vector math_Powell::TheLocation [protected] |
Standard_Real math_Powell::TheLocationError [protected] |
Standard_Real math_Powell::TheMinimum [protected] |
Standard_Real math_Powell::XTol [protected] |