Open CASCADE Technology 6.6.0
Public Member Functions | Protected Attributes
math_NewtonMinimum Class Reference

#include <math_NewtonMinimum.hxx>

Inheritance diagram for math_NewtonMinimum:
Inheritance graph
[legend]

Public Member Functions

 math_NewtonMinimum (math_MultipleVarFunctionWithHessian &F, const math_Vector &StartingPoint, const Standard_Real Tolerance=1.0e-7, const Standard_Integer NbIterations=40, const Standard_Real Convexity=1.0e-6, const Standard_Boolean WithSingularity=Standard_True)
 math_NewtonMinimum (math_MultipleVarFunctionWithHessian &F, const Standard_Real Tolerance=1.0e-7, const Standard_Integer NbIterations=40, const Standard_Real Convexity=1.0e-6, const Standard_Boolean WithSingularity=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 do not computation

virtual void Delete ()
virtual ~math_NewtonMinimum ()
void Perform (math_MultipleVarFunctionWithHessian &F, const math_Vector &StartingPoint)
 Search the solution.

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 occured.

Standard_Boolean IsConvex () const
 Tests if the Function is convexe during optimization.

const math_VectorLocation () const
 returns the location vector of the minimum.
Exception NotDone is raised if an error has occured.

void Location (math_Vector &Loc) const
 outputs the location vector of the minimum in Loc.
Exception NotDone is raised if an error has occured.
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_VectorGradient () const
 returns the gradient vector at the minimum.
Exception NotDone is raised if an error has occured.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 occured.

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

Constructor & Destructor Documentation

math_NewtonMinimum::math_NewtonMinimum ( math_MultipleVarFunctionWithHessian F,
const math_Vector StartingPoint,
const Standard_Real  Tolerance = 1.0e-7,
const Standard_Integer  NbIterations = 40,
const Standard_Real  Convexity = 1.0e-6,
const Standard_Boolean  WithSingularity = Standard_True 
)

-- Given the starting point StartingPoint,
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: Obsolete Constructor (because IsConverged can not be redefined
with this. )

math_NewtonMinimum::math_NewtonMinimum ( math_MultipleVarFunctionWithHessian F,
const Standard_Real  Tolerance = 1.0e-7,
const Standard_Integer  NbIterations = 40,
const Standard_Real  Convexity = 1.0e-6,
const Standard_Boolean  WithSingularity = Standard_True 
)
virtual math_NewtonMinimum::~math_NewtonMinimum ( ) [inline, virtual]

Member Function Documentation

virtual void math_NewtonMinimum::Delete ( ) [virtual]
void math_NewtonMinimum::Dump ( Standard_OStream o) const
const math_Vector& math_NewtonMinimum::Gradient ( ) const
void math_NewtonMinimum::Gradient ( math_Vector Grad) const
virtual Standard_Boolean math_NewtonMinimum::IsConverged ( ) const [virtual]

Reimplemented in FairCurve_Newton.

Standard_Boolean math_NewtonMinimum::IsConvex ( ) const
Standard_Boolean math_NewtonMinimum::IsDone ( ) const
void math_NewtonMinimum::Location ( math_Vector Loc) const
const math_Vector& math_NewtonMinimum::Location ( ) const
Standard_Real math_NewtonMinimum::Minimum ( ) const
Standard_Integer math_NewtonMinimum::NbIterations ( ) const
void math_NewtonMinimum::Perform ( math_MultipleVarFunctionWithHessian F,
const math_Vector StartingPoint 
)

Field Documentation


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