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 (const math_MultipleVarFunction &theFunction, const Standard_Real theTolerance, const Standard_Integer theNbIterations=200, const Standard_Real theZEPS=1.0e-12)
	Constructor. Initialize new entity. More...
virtual	~math_Powell ()
	Destructor. More...
void	Perform (math_MultipleVarFunction &theFunction, const math_Vector &theStartingPoint, const math_Matrix &theStartingDirections)
	Computes Powell minimization on the function F given theStartingPoint, and an initial matrix theStartingDirection 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). More...
virtual Standard_Boolean	IsSolutionReached (math_MultipleVarFunction &theFunction)
	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...
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 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	(	const math_MultipleVarFunction &	theFunction,
		const Standard_Real	theTolerance,
		const Standard_Integer	theNbIterations = 200,
		const Standard_Real	theZEPS = 1.0e-12
	)

Constructor. Initialize new entity.

virtual math_Powell::~math_Powell ( )

virtual

Destructor.

Member Function Documentation

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 &  theFunction )

virtual

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_Powell::Location

(

)

const

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

void math_Powell::Perform	(	math_MultipleVarFunction &	theFunction,
		const math_Vector &	theStartingPoint,
		const math_Matrix &	theStartingDirections
	)

Computes Powell minimization on the function F given theStartingPoint, and an initial matrix theStartingDirection 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).

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