occt/src/math/math_Powell.cdl

-- Created on: 1991-05-14
-- Created by: Laurent PAINNOT
-- Copyright (c) 1991-1999 Matra Datavision
-- Copyright (c) 1999-2014 OPEN CASCADE SAS
--
-- This file is part of Open CASCADE Technology software library.
--
-- This library is free software; you can redistribute it and/or modify it under
-- the terms of the GNU Lesser General Public License version 2.1 as published
-- by the Free Software Foundation, with special exception defined in the file
-- OCCT_LGPL_EXCEPTION.txt. Consult the file LICENSE_LGPL_21.txt included in OCCT
-- distribution for complete text of the license and disclaimer of any warranty.
--
-- Alternatively, this file may be used under the terms of Open CASCADE
-- commercial license or contractual agreement.

class Powell from math
     	---Purpose:
     	-- This class implements the Powell method to find the minimum of
     	-- function of multiple variables (the gradient does not have to be known).

uses Vector from math, Matrix from math, MultipleVarFunction from math,
     Status from math, OStream from Standard

raises NotDone from StdFail,
       DimensionError from Standard

is

    Create(F: in out MultipleVarFunction; StartingPoint: Vector; 
    	   StartingDirections: Matrix; Tolerance: Real;
	   NbIterations: Integer=200; ZEPS: Real=1.0e-12)
    	---Purpose:
    	-- Computes Powell minimization on the function F given
    	-- StartingPoint, and an initial matrix StartingDirection
    	-- 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). The maximum
    	--    number of iterations allowed is given by NbIterations.
    returns Powell;
    
    
    Create(F: in out MultipleVarFunction;
    	   Tolerance: Real;
	   NbIterations: Integer = 200;
	   ZEPS: Real = 1.0e-12)
    	---Purpose: is used in a sub-class to initialize correctly all the fields
    	--          of this class.

    returns Powell;

    ---C++: alias "  Standard_EXPORT virtual ~math_Powell();"
    
    Perform(me: in out;F: in out MultipleVarFunction;
    	    StartingPoint: Vector;
	    StartingDirections: Matrix)
	---Purpose: Use this method after a call to the initialization constructor
    	-- to compute the minimum of function F.
    	-- Warning
    	-- The initialization constructor must have been called before
    	-- the Perform method is called.

    is static;


    IsSolutionReached(me: in out; F: in out MultipleVarFunction)
    	---Purpose:
    	--  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.
    
    returns Boolean
    is virtual;
    
    
    IsDone(me)
    	---Purpose: Returns true if the computations are successful, otherwise returns false.
    	---C++: inline
    returns Boolean
    is static;
    
    
    Location(me)
    	---Purpose: returns the location vector of the minimum.
        -- Exception NotDone is raised if the minimum was not found.
    	---C++: inline
    	---C++: return const&
    
    returns Vector
    raises NotDone
    is static;
    
    
    Location(me; Loc: out Vector)
    	---Purpose: 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.
    	---C++: inline
    
    raises NotDone,
    	   DimensionError
    is static;
    
    
    
    Minimum(me)
        ---Purpose: Returns the value of the minimum.
        -- Exception NotDone is raised if the minimum was not found.
    	---C++: inline
    
    returns Real
    raises NotDone
    is static;
    
    

    NbIterations(me)
    	---Purpose: Returns the number of iterations really done during the
        -- computation of the minimum.
        -- Exception NotDone is raised if the minimum was not found.
    	---C++: inline

    returns Integer
    raises NotDone
    is static;


    Dump(me; o: in out OStream)
    	---Purpose: Prints information on the current state of the object.
    	--          Is used to redefine the operator <<.

    is static;



fields

Done:             Boolean;
TheLocation:      Vector is protected;
TheMinimum:       Real is protected;
TheLocationError: Real is protected;
Iter:             Integer;
TheStatus:        Status;
TheDirections:    Matrix;
PreviousMinimum:  Real is protected;
XTol:             Real is protected;
EPSZ:             Real is protected;
State:            Integer;
Itermax:          Integer;

end Powell;