#include <math_BFGS.hxx>
Public Member Functions | |
void * | operator new (size_t, void *anAddress) |
void * | operator new (size_t size) |
void | operator delete (void *anAddress) |
Standard_EXPORT | math_BFGS (math_MultipleVarFunctionWithGradient &F, const math_Vector &StartingPoint, const Standard_Real Tolerance=1.0e-8, const Standard_Integer NbIterations=200, const Standard_Real ZEPS=1.0e-12) |
Given the starting point StartingPoint, the Broyden-Fletcher-Goldfarb-Shanno variant of Davidson-Fletcher-Powell minimization is done on the function F. The tolerance required on F is given by Tolerance. 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. . | |
Standard_EXPORT | math_BFGS (math_MultipleVarFunctionWithGradient &F, const Standard_Real Tolerance=1.0e-8, const Standard_Integer NbIterations=200, const Standard_Real ZEPS=1.0e-12) |
Initializes the computation of the minimum of F. Warning A call to the Perform method must be made after this initialization to effectively compute the minimum of the function F. . | |
virtual Standard_EXPORT void | Delete () |
virtual Standard_EXPORT | ~math_BFGS () |
Standard_EXPORT void | Perform (math_MultipleVarFunctionWithGradient &F, const math_Vector &StartingPoint) |
Is used internally by the constructors. . | |
virtual Standard_EXPORT Standard_Boolean | IsSolutionReached (math_MultipleVarFunctionWithGradient &F) const |
This method is called at the end of each iteration to check if the solution is found. It can be redefined in a sub-class to implement a specific test to stop the iterations. . | |
Standard_Boolean | 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. | |
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 the minimum was not found. . | |
void | Gradient (math_Vector &Grad) const |
Returns the value of 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 the minimum was not found. . | |
Standard_EXPORT 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 |
Standard_Real | PreviousMinimum |
Standard_Real | TheMinimum |
Standard_Real | XTol |
Standard_Real | EPSZ |
Standard_Integer | nbiter |
Private Attributes | |
Standard_Boolean | Done |
Standard_Integer | Itermax |
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