this class implements the Fletcher-Reeves-Polak_Ribiere minimization
algorithm of a function of multiple variables.
Knowledge of the function's gradient is required.
More...

#include <math_FRPR.hxx>

Public Member Functions
	math_FRPR (math_MultipleVarFunctionWithGradient &F, const math_Vector &StartingPoint, const Standard_Real Tolerance, const Standard_Integer NbIterations=200, const Standard_Real ZEPS=1.0e-12)
	Computes FRPR minimization function F from input vector <br> StartingPoint. 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_FRPR (math_MultipleVarFunctionWithGradient &F, const Standard_Real Tolerance, const Standard_Integer NbIterations=200, const Standard_Real ZEPS=1.0e-12)
	Purpose <br> Initializes the computation of the minimum of F. Warning A call to the Perform method must be made after this initialization to compute the minimum of the function. More...

virtual void	Delete ()

virtual	~math_FRPR ()

void	Perform (math_MultipleVarFunctionWithGradient &F, const math_Vector &StartingPoint)
	Use this method after a call to the initialization constructor <br> to compute the minimum of function F. Warning The initialization constructor must have been called before the Perform method is called More...

virtual Standard_Boolean	IsSolutionReached (math_MultipleVarFunctionWithGradient &F)
	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...

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

const math_Vector &	Location () const
	returns the location vector of the minimum. <br> Exception NotDone is raised if the minimum was not found. More...

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_Vector &	Gradient () 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
	outputs 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 during the <br> computation of the minimum. 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...

Protected Attributes
math_Vector	TheLocation

math_Vector	TheGradient

Standard_Real	TheMinimum

Standard_Real	PreviousMinimum

Standard_Real	XTol

Standard_Real	EPSZ

Detailed Description

this class implements the Fletcher-Reeves-Polak_Ribiere minimization
algorithm of a function of multiple variables.
Knowledge of the function's gradient is required.

Constructor & Destructor Documentation

math_FRPR::math_FRPR	(	math_MultipleVarFunctionWithGradient &	F,
		const math_Vector &	StartingPoint,
		const Standard_Real	Tolerance,
		const Standard_Integer	NbIterations = `200`,
		const Standard_Real	ZEPS = `1.0e-12`
	)

      Computes FRPR minimization function F from input vector <br>

StartingPoint. 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_FRPR::math_FRPR	(	math_MultipleVarFunctionWithGradient &	F,
		const Standard_Real	Tolerance,
		const Standard_Integer	NbIterations = `200`,
		const Standard_Real	ZEPS = `1.0e-12`
	)

 Purpose <br>

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

virtual math_FRPR::~math_FRPR ( )

inlinevirtual

Member Function Documentation

virtual void math_FRPR::Delete ( )

virtual

void math_FRPR::Dump ( Standard_OStream & o ) const

Prints on the stream o information on the current state
of the object.
Is used to redefine the operator <<.

const math_Vector& math_FRPR::Gradient ( ) const

 returns the gradient vector at the minimum. <br>

Exception NotDone is raised if the minimum was not found.

void math_FRPR::Gradient ( math_Vector & Grad ) const

 outputs 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.

Standard_Boolean math_FRPR::IsDone ( ) const

Returns true if the computations are successful, otherwise returns false.

virtual Standard_Boolean math_FRPR::IsSolutionReached ( math_MultipleVarFunctionWithGradient & F )

virtual

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.

const math_Vector& math_FRPR::Location ( ) const

 returns the location vector of the minimum. <br>

Exception NotDone is raised if the minimum was not found.

void math_FRPR::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.

Standard_Real math_FRPR::Minimum ( ) const

 returns the value of the minimum. <br>

Exception NotDone is raised if the minimum was not found.

Standard_Integer math_FRPR::NbIterations ( ) const

 returns the number of iterations really done during the <br>

computation of the minimum.
Exception NotDone is raised if the minimum was not found.

void math_FRPR::Perform	(	math_MultipleVarFunctionWithGradient &	F,
		const math_Vector &	StartingPoint
	)

 Use this method after a call to the initialization constructor <br>

to compute the minimum of function F.
Warning
The initialization constructor must have been called before
the Perform method is called

Field Documentation

Standard_Real math_FRPR::EPSZ

protected

Standard_Real math_FRPR::PreviousMinimum

protected

math_Vector math_FRPR::TheGradient

protected

math_Vector math_FRPR::TheLocation

protected

Standard_Real math_FRPR::TheMinimum

protected

Standard_Real math_FRPR::XTol

protected

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

math_FRPR.hxx

Public Member Functions

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Field Documentation