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Integration of OCCT 6.5.0 from SVN
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165
src/math/math_BFGS.cdl
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165
src/math/math_BFGS.cdl
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-- File: BFGS.cdl
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-- Created: Tue May 14 16:01:21 1991
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-- Author: Laurent PAINNOT
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-- <lpa@topsn3>
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---Copyright: Matra Datavision 1991, 1992
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class BFGS from math
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---Purpose:
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-- This class implements the Broyden-Fletcher-Goldfarb-Shanno variant of
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-- Davidson-Fletcher-Powell minimization algorithm of a function of
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-- multiple variables.Knowledge of the function's gradient is required.
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uses Vector from math, Matrix from math,
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MultipleVarFunctionWithGradient from math,
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Status from math,
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OStream from Standard
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raises NotDone from StdFail,
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DimensionError from Standard
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is
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Create(F: in out MultipleVarFunctionWithGradient;
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StartingPoint: Vector; Tolerance: Real=1.0e-8;
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NbIterations: Integer=200; ZEPS: Real=1.0e-12)
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---Purpose:
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-- Given the starting point StartingPoint,
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-- the Broyden-Fletcher-Goldfarb-Shanno variant of Davidson-Fletcher-Powell
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-- minimization is done on the function F.
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-- The tolerance required on F is given by Tolerance.
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-- The solution F = Fi is found when :
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-- 2.0 * abs(Fi - Fi-1) <= Tolerance * (abs(Fi) + abs(Fi-1) + ZEPS).
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-- The maximum number of iterations allowed is given by NbIterations.
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returns BFGS;
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Create(F: in out MultipleVarFunctionWithGradient;
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Tolerance: Real = 1.0e-8;
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NbIterations: Integer = 200;
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ZEPS: Real = 1.0e-12)
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---Purpose: Initializes the computation of the minimum of F.
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-- Warning
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-- A call to the Perform method must be made after this
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-- initialization to effectively compute the minimum of the
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-- function F.
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returns BFGS;
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Delete(me:out) is virtual;
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---C++: alias "Standard_EXPORT virtual ~math_BFGS(){Delete() ; }"
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Perform(me: in out; F: in out MultipleVarFunctionWithGradient;
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StartingPoint: Vector)
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---Purpose: Is used internally by the constructors.
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is static;
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IsSolutionReached(me; F: in out MultipleVarFunctionWithGradient)
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---Purpose:
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-- This method is called at the end of each iteration to check if the
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-- solution is found.
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-- It can be redefined in a sub-class to implement a specific test to
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-- stop the iterations.
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returns Boolean
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is virtual;
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IsDone(me)
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---Purpose: Returns true if the computations are successful, otherwise returns false.
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---C++: inline
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returns Boolean
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is static;
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Location(me)
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---Purpose: returns the location vector of the minimum.
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-- Exception NotDone is raised if the minimum was not found.
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---C++: inline
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---C++: return const&
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returns Vector
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raises NotDone
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is static;
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Location(me; Loc: out Vector)
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---Purpose: outputs the location vector of the minimum in Loc.
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-- Exception NotDone is raised if the minimum was not found.
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-- Exception DimensionError is raised if the range of Loc is not
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-- equal to the range of the StartingPoint.
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---C++: inline
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raises DimensionError,
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NotDone
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is static;
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Minimum(me)
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---Purpose: returns the value of the minimum.
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-- Exception NotDone is raised if the minimum was not found.
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---C++: inline
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returns Real
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raises NotDone
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is static;
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Gradient(me)
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---Purpose: Returns the gradient vector at the minimum.
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-- Exception NotDone is raised if the minimum was not found.
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---C++: inline
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---C++: return const&
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returns Vector
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raises NotDone
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is static;
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Gradient(me; Grad: out Vector)
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---Purpose: Returns the value of the gradient vector at the minimum in Grad.
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-- Exception NotDone is raised if the minimum was not found.
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-- Exception DimensionError is raised if the range of Grad is not
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-- equal to the range of the StartingPoint.
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---C++: inline
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raises DimensionError,
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NotDone
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is static;
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NbIterations(me)
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---Purpose: Returns the number of iterations really done in the
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-- calculation of the minimum.
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-- The exception NotDone is raised if the minimum was not found.
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---C++: inline
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returns Integer
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raises NotDone
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is static;
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Dump(me; o: in out OStream)
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---Purpose: Prints on the stream o information on the current state
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-- of the object.
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-- Is used to redefine the operator <<.
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is static;
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fields
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Done: Boolean;
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TheStatus: Status is protected;
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TheLocation: Vector is protected;
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TheGradient: Vector is protected;
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PreviousMinimum: Real is protected;
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TheMinimum: Real is protected;
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XTol: Real is protected;
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EPSZ: Real is protected;
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nbiter: Integer is protected;
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Itermax: Integer;
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end BFGS;
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