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).
More...

#include <math_Powell.hxx>

Public Member Functions
	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. More...
	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. More...
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 <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_MultipleVarFunction &F)
	solution F = Fi is found when : <br> 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...
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 information on the current state of the object. Is used to redefine the operator <<. More...

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

Detailed Description

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

Constructor & Destructor Documentation

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
	)

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_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 math_Powell::~math_Powell ( )

inlinevirtual

Member Function Documentation

virtual void math_Powell::Delete ( )

virtual

void math_Powell::Dump

(

Standard_OStream &

o

)

const

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

Standard_Boolean math_Powell::IsDone

(

)

const

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

virtual Standard_Boolean math_Powell::IsSolutionReached ( math_MultipleVarFunction &  F )

virtual

solution F = Fi is found when : <br>

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_Powell::Location

(

)

const

 returns the location vector of the minimum. <br>

Exception NotDone is raised if the minimum was not found.

void math_Powell::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_Powell::Minimum

(

)

const

 Returns the value of the minimum. <br>

Exception NotDone is raised if the minimum was not found.

Standard_Integer math_Powell::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_Powell::Perform	(	math_MultipleVarFunction &	F,
		const math_Vector &	StartingPoint,
		const math_Matrix &	StartingDirections
	)

 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_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

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

• math_Powell.hxx