Open CASCADE Technology 6.6.0
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This class implements the Broyden-Fletcher-Goldfarb-Shanno variant of
Davidson-Fletcher-Powell minimization algorithm of a function of
multiple variables.Knowledge of the function's gradient is required.
#include <math_BFGS.hxx>
Public Member Functions | |
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. | |
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 void | Delete () |
virtual | ~math_BFGS () |
void | Perform (math_MultipleVarFunctionWithGradient &F, const math_Vector &StartingPoint) |
Is used internally by the constructors. | |
virtual 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. | |
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 |
math_BFGS::math_BFGS | ( | math_MultipleVarFunctionWithGradient & | F, |
const math_Vector & | StartingPoint, | ||
const Standard_Real | Tolerance = 1.0e-8 , |
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const Standard_Integer | NbIterations = 200 , |
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const Standard_Real | ZEPS = 1.0e-12 |
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) |
math_BFGS::math_BFGS | ( | math_MultipleVarFunctionWithGradient & | F, |
const Standard_Real | Tolerance = 1.0e-8 , |
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const Standard_Integer | NbIterations = 200 , |
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const Standard_Real | ZEPS = 1.0e-12 |
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) |
virtual math_BFGS::~math_BFGS | ( | ) | [inline, virtual] |
virtual void math_BFGS::Delete | ( | ) | [virtual] |
void math_BFGS::Dump | ( | Standard_OStream & | o | ) | const |
void math_BFGS::Gradient | ( | math_Vector & | Grad | ) | const |
const math_Vector& math_BFGS::Gradient | ( | ) | const |
Standard_Boolean math_BFGS::IsDone | ( | ) | const |
virtual Standard_Boolean math_BFGS::IsSolutionReached | ( | math_MultipleVarFunctionWithGradient & | F | ) | const [virtual] |
Reimplemented in AppDef_Gradient_BFGSOfTheGradient, AppDef_Gradient_BFGSOfMyGradientOfCompute, AppDef_BSpGradient_BFGSOfMyBSplGradientOfBSplineCompute, AppDef_Gradient_BFGSOfMyGradientbisOfBSplineCompute, GeomInt_BSpGradient_BFGSOfMyBSplGradientOfTheComputeLineOfWLApprox, GeomInt_Gradient_BFGSOfMyGradientbisOfTheComputeLineOfWLApprox, GeomInt_Gradient_BFGSOfMyGradientOfTheComputeLineBezierOfWLApprox, BRepApprox_BSpGradient_BFGSOfMyBSplGradientOfTheComputeLineOfApprox, BRepApprox_Gradient_BFGSOfMyGradientbisOfTheComputeLineOfApprox, and BRepApprox_Gradient_BFGSOfMyGradientOfTheComputeLineBezierOfApprox.
const math_Vector& math_BFGS::Location | ( | ) | const |
void math_BFGS::Location | ( | math_Vector & | Loc | ) | const |
Standard_Real math_BFGS::Minimum | ( | ) | const |
Standard_Integer math_BFGS::NbIterations | ( | ) | const |
void math_BFGS::Perform | ( | math_MultipleVarFunctionWithGradient & | F, |
const math_Vector & | StartingPoint | ||
) |
Standard_Real math_BFGS::EPSZ [protected] |
Standard_Integer math_BFGS::nbiter [protected] |
Standard_Real math_BFGS::PreviousMinimum [protected] |
math_Vector math_BFGS::TheGradient [protected] |
math_Vector math_BFGS::TheLocation [protected] |
Standard_Real math_BFGS::TheMinimum [protected] |
math_Status math_BFGS::TheStatus [protected] |
Standard_Real math_BFGS::XTol [protected] |