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Public Member Functions
AppDef_Gradient_BFGSOfTheGradient Class Reference

#include <AppDef_Gradient_BFGSOfTheGradient.hxx>

Inheritance diagram for AppDef_Gradient_BFGSOfTheGradient:
Inheritance graph
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Public Member Functions

 AppDef_Gradient_BFGSOfTheGradient (math_MultipleVarFunctionWithGradient &F, const math_Vector &StartingPoint, const Standard_Real Tolerance3d, const Standard_Real Tolerance2d, const Standard_Real Eps, const Standard_Integer NbIterations=200)
 
virtual Standard_Boolean IsSolutionReached (math_MultipleVarFunctionWithGradient &F) const
 This method is called at the end of each iteration to check if the
solution is found.
It can be redefined in a sub-class to implement a specific test to
stop the iterations.
More...
 
- Public Member Functions inherited from math_BFGS
 math_BFGS (math_MultipleVarFunctionWithGradient &F, const math_Vector &StartingPoint, const Standard_Real Tolerance=1.0e-8, const Standard_Integer NbIterations=200, const Standard_Real ZEPS=1.0e-12)
 Given the starting point StartingPoint,
the Broyden-Fletcher-Goldfarb-Shanno variant of Davidson-Fletcher-Powell
minimization is done on the function F.
The tolerance required on F is given by Tolerance.
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.
More...
 
 math_BFGS (math_MultipleVarFunctionWithGradient &F, const Standard_Real Tolerance=1.0e-8, const Standard_Integer NbIterations=200, const Standard_Real ZEPS=1.0e-12)
 
 Initializes the computation of the minimum of F. <br>

Warning
A call to the Perform method must be made after this
initialization to effectively compute the minimum of the
function F.
More...

 
virtual void Delete ()
 
virtual ~math_BFGS ()
 
void Perform (math_MultipleVarFunctionWithGradient &F, const math_Vector &StartingPoint)
 Is used internally by the constructors.
More...
 
Standard_Boolean IsDone () const
 Returns true if the computations are successful, otherwise returns false.
More...
 
const math_VectorLocation () const
 
 returns the location vector of the minimum. <br>

Exception NotDone is raised if the minimum was not found.
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void Location (math_Vector &Loc) const
 
 outputs the location vector of the minimum in Loc. <br>

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.
More...

 
Standard_Real Minimum () const
 
 returns the value of the minimum. <br>

Exception NotDone is raised if the minimum was not found.
More...

 
const math_VectorGradient () const
 
 Returns the gradient vector at the minimum. <br>

Exception NotDone is raised if the minimum was not found.
More...

 
void Gradient (math_Vector &Grad) const
 
 Returns the value of the gradient vector at the minimum in Grad. <br>

Exception NotDone is raised if the minimum was not found.
Exception DimensionError is raised if the range of Grad is not
equal to the range of the StartingPoint.
More...

 
Standard_Integer NbIterations () const
 
 Returns the number of iterations really done in the <br>
     calculation of the minimum. <br>

The exception NotDone is raised if the minimum was not found.
More...

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

Additional Inherited Members

- Protected Attributes inherited from math_BFGS
math_Status TheStatus
 
math_Vector TheLocation
 
math_Vector TheGradient
 
Standard_Real PreviousMinimum
 
Standard_Real TheMinimum
 
Standard_Real XTol
 
Standard_Real EPSZ
 
Standard_Integer nbiter
 

Constructor & Destructor Documentation

AppDef_Gradient_BFGSOfTheGradient::AppDef_Gradient_BFGSOfTheGradient ( math_MultipleVarFunctionWithGradient F,
const math_Vector StartingPoint,
const Standard_Real  Tolerance3d,
const Standard_Real  Tolerance2d,
const Standard_Real  Eps,
const Standard_Integer  NbIterations = 200 
)

Member Function Documentation

virtual Standard_Boolean AppDef_Gradient_BFGSOfTheGradient::IsSolutionReached ( math_MultipleVarFunctionWithGradient F) const
virtual

This method is called at the end of each iteration to check if the
solution is found.
It can be redefined in a sub-class to implement a specific test to
stop the iterations.

Reimplemented from math_BFGS.


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