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 double theTolerance, const int theNbIterations=200, const double theZEPS=1.0e-12)
	Constructor. Initialize new entity.
virtual	~math_Powell ()
	Destructor.
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).
virtual bool	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.
bool	IsDone () const
	Returns true if the computations are successful, otherwise returns false.
const math_Vector &	Location () const
	returns the location vector of the minimum. Exception NotDone is raised if the minimum was not found.
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.
double	Minimum () const
	Returns the value of the minimum. Exception NotDone is raised if the minimum was not found.
int	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	Dump (Standard_OStream &o) const
	Prints information on the current state of the object. Is used to redefine the operator <<.

Protected Attributes
math_Vector	TheLocation
double	TheMinimum
double	TheLocationError
double	PreviousMinimum
double	XTol
double	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_Powell	(	const math_MultipleVarFunction &	theFunction,
		const double	theTolerance,
		const int	theNbIterations = 200,
		const double	theZEPS = 1.0e-12 )

Constructor. Initialize new entity.

~math_Powell()

virtual math_Powell::~math_Powell ( )

virtual

Destructor.

Member Function Documentation

Dump()

void math_Powell::Dump

(

Standard_OStream &

o

)

const

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

IsDone()

bool math_Powell::IsDone

(

)

const

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

IsSolutionReached()

virtual bool 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.

Location() [1/2]

const math_Vector & math_Powell::Location

(

)

const

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

Location() [2/2]

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.

Minimum()

double math_Powell::Minimum

(

)

const

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

NbIterations()

int 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.

Perform()

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

EPSZ

double math_Powell::EPSZ

protected

PreviousMinimum

double math_Powell::PreviousMinimum

protected

TheLocation

math_Vector math_Powell::TheLocation

protected

TheLocationError

double math_Powell::TheLocationError

protected

TheMinimum

double math_Powell::TheMinimum

protected

XTol

double math_Powell::XTol

protected

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

• math_Powell.hxx