Open CASCADE Technology
6.9.0
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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 (const math_MultipleVarFunctionWithGradient &theFunction, const Standard_Real theTolerance, const Standard_Integer theNbIterations=200, const Standard_Real theZEPS=1.0e-12) | |
Initializes the computation of the minimum of F. Warning: constructor does not perform computations. More... | |
void | Delete () const |
Destructor alias. More... | |
virtual | ~math_FRPR () |
void | Perform (math_MultipleVarFunctionWithGradient &theFunction, const math_Vector &theStartingPoint) |
The solution F = Fi is found when 2.0 * abs(Fi - Fi-1) <= Tolerance * (abs(Fi) + abs(Fi-1) + ZEPS). More... | |
virtual Standard_Boolean | IsSolutionReached (math_MultipleVarFunctionWithGradient &theFunction) |
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. 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. 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. Exception NotDone is raised if the minimum was not found. More... | |
const math_Vector & | Gradient () const |
returns the gradient vector at the minimum. 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. 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 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 |
this class implements the Fletcher-Reeves-Polak_Ribiere minimization algorithm of a function of multiple variables. Knowledge of the function's gradient is required.
math_FRPR::math_FRPR | ( | const math_MultipleVarFunctionWithGradient & | theFunction, |
const Standard_Real | theTolerance, | ||
const Standard_Integer | theNbIterations = 200 , |
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const Standard_Real | theZEPS = 1.0e-12 |
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Initializes the computation of the minimum of F. Warning: constructor does not perform computations.
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void math_FRPR::Delete | ( | ) | const |
Destructor alias.
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. 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. 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.
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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. 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. 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. 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 computation of the minimum. Exception NotDone is raised if the minimum was not found.
void math_FRPR::Perform | ( | math_MultipleVarFunctionWithGradient & | theFunction, |
const math_Vector & | theStartingPoint | ||
) |
The solution F = Fi is found when 2.0 * abs(Fi - Fi-1) <= Tolerance * (abs(Fi) + abs(Fi-1) + ZEPS).
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