math_NewtonMinimum Class Reference

#include <math_NewtonMinimum.hxx>

Inheritance diagram for math_NewtonMinimum:

Public Member Functions
	math_NewtonMinimum (const math_MultipleVarFunctionWithHessian &theFunction, const Standard_Real theTolerance=Precision::Confusion(), const Standard_Integer theNbIterations=40, const Standard_Real theConvexity=1.0e-6, const Standard_Boolean theWithSingularity=Standard_True)
	The tolerance required on the solution is given by Tolerance. Iteration are stopped if (!WithSingularity) and H(F(Xi)) is not definite positive (if the smaller eigenvalue of H < Convexity) or IsConverged() returns True for 2 successives Iterations. Warning: This constructor does not perform computation.
void	Perform (math_MultipleVarFunctionWithHessian &theFunction, const math_Vector &theStartingPoint)
	Search the solution.
virtual	~math_NewtonMinimum ()
	Destructor.
virtual Standard_Boolean	IsConverged () const
	This method is called at the end of each iteration to check the convergence: || Xi+1 - Xi || < Tolerance or || F(Xi+1) - F(Xi)|| < Tolerance * || F(Xi) || It can be redefined in a sub-class to implement a specific test.
Standard_Boolean	IsDone () const
	Tests if an error has occurred.
Standard_Boolean	IsConvex () const
	Tests if the Function is convexe during optimization.
const math_Vector &	Location () const
	returns the location vector of the minimum. Exception NotDone is raised if an error has occurred.
void	Location (math_Vector &Loc) const
	outputs the location vector of the minimum in Loc. Exception NotDone is raised if an error has occurred. Exception DimensionError is raised if the range of Loc is not equal to the range of the StartingPoint.
void	SetBoundary (const math_Vector &theLeftBorder, const math_Vector &theRightBorder)
	Set boundaries.
Standard_Real	Minimum () const
	returns the value of the minimum. Exception NotDone is raised if the minimum was not found.
const math_Vector &	Gradient () const
	returns the gradient vector at the minimum. Exception NotDone is raised if an error has occurred. The minimum was not found.
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.
Standard_Integer	NbIterations () const
	returns the number of iterations really done in the calculation of the minimum. The exception NotDone is raised if an error has occurred.
math_Status	GetStatus () const
	Returns the Status of computation. The exception NotDone is raised if an error has occurred.
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 <<.

Protected Attributes
math_Status	TheStatus
math_Vector	TheLocation
math_Vector	TheGradient
math_Vector	TheStep
math_Matrix	TheHessian
Standard_Real	PreviousMinimum
Standard_Real	TheMinimum
Standard_Real	MinEigenValue
Standard_Real	XTol
Standard_Real	CTol
Standard_Integer	nbiter
Standard_Boolean	NoConvexTreatement
Standard_Boolean	Convex
Standard_Boolean	myIsBoundsDefined
math_Vector	myLeft
math_Vector	myRight

Constructor & Destructor Documentation

math_NewtonMinimum()

math_NewtonMinimum::math_NewtonMinimum	(	const math_MultipleVarFunctionWithHessian &	theFunction,
		const Standard_Real	theTolerance = Precision::Confusion(),
		const Standard_Integer	theNbIterations = 40,
		const Standard_Real	theConvexity = 1.0e-6,
		const Standard_Boolean	theWithSingularity = Standard_True
	)

The tolerance required on the solution is given by Tolerance. Iteration are stopped if (!WithSingularity) and H(F(Xi)) is not definite positive (if the smaller eigenvalue of H < Convexity) or IsConverged() returns True for 2 successives Iterations. Warning: This constructor does not perform computation.

~math_NewtonMinimum()

virtual math_NewtonMinimum::~math_NewtonMinimum ( )

virtual

Destructor.

Member Function Documentation

Dump()

void math_NewtonMinimum::Dump

(

Standard_OStream &

o

)

const

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

GetStatus()

math_Status math_NewtonMinimum::GetStatus

(

)

const

Returns the Status of computation. The exception NotDone is raised if an error has occurred.

Gradient() [1/2]

const math_Vector & math_NewtonMinimum::Gradient

(

)

const

returns the gradient vector at the minimum. Exception NotDone is raised if an error has occurred. The minimum was not found.

Gradient() [2/2]

void math_NewtonMinimum::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.

IsConverged()

virtual Standard_Boolean math_NewtonMinimum::IsConverged ( ) const

virtual

This method is called at the end of each iteration to check the convergence: || Xi+1 - Xi || < Tolerance or || F(Xi+1) - F(Xi)|| < Tolerance * || F(Xi) || It can be redefined in a sub-class to implement a specific test.

Reimplemented in FairCurve_Newton.

IsConvex()

Standard_Boolean math_NewtonMinimum::IsConvex

(

)

const

Tests if the Function is convexe during optimization.

IsDone()

Standard_Boolean math_NewtonMinimum::IsDone

(

)

const

Tests if an error has occurred.

Location() [1/2]

const math_Vector & math_NewtonMinimum::Location

(

)

const

returns the location vector of the minimum. Exception NotDone is raised if an error has occurred.

Location() [2/2]

void math_NewtonMinimum::Location

(

math_Vector &

Loc

)

const

outputs the location vector of the minimum in Loc. Exception NotDone is raised if an error has occurred. Exception DimensionError is raised if the range of Loc is not equal to the range of the StartingPoint.

Minimum()

Standard_Real math_NewtonMinimum::Minimum

(

)

const

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

NbIterations()

Standard_Integer math_NewtonMinimum::NbIterations

(

)

const

returns the number of iterations really done in the calculation of the minimum. The exception NotDone is raised if an error has occurred.

Perform()

void math_NewtonMinimum::Perform	(	math_MultipleVarFunctionWithHessian &	theFunction,
		const math_Vector &	theStartingPoint
	)

Search the solution.

SetBoundary()

void math_NewtonMinimum::SetBoundary	(	const math_Vector &	theLeftBorder,
		const math_Vector &	theRightBorder
	)

Set boundaries.

Field Documentation

Convex

Standard_Boolean math_NewtonMinimum::Convex

protected

CTol

Standard_Real math_NewtonMinimum::CTol

protected

MinEigenValue

Standard_Real math_NewtonMinimum::MinEigenValue

protected

myIsBoundsDefined

Standard_Boolean math_NewtonMinimum::myIsBoundsDefined

protected

myLeft

math_Vector math_NewtonMinimum::myLeft

protected

myRight

math_Vector math_NewtonMinimum::myRight

protected

nbiter

Standard_Integer math_NewtonMinimum::nbiter

protected

NoConvexTreatement

Standard_Boolean math_NewtonMinimum::NoConvexTreatement

protected

PreviousMinimum

Standard_Real math_NewtonMinimum::PreviousMinimum

protected

TheGradient

math_Vector math_NewtonMinimum::TheGradient

protected

TheHessian

math_Matrix math_NewtonMinimum::TheHessian

protected

TheLocation

math_Vector math_NewtonMinimum::TheLocation

protected

TheMinimum

Standard_Real math_NewtonMinimum::TheMinimum

protected

TheStatus

math_Status math_NewtonMinimum::TheStatus

protected

TheStep

math_Vector math_NewtonMinimum::TheStep

protected

XTol

Standard_Real math_NewtonMinimum::XTol

protected

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

• math_NewtonMinimum.hxx