blob: cbdf82be5ab8da8b8c8e2d8386de4245bc2860cf (
plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
|
-- File: math_NewtonMinimum.cdl
-- Created: Wed Feb 28 11:31:04 1996
-- Author: Philippe MANGIN
-- <pmn@sgi29>
---Copyright: Matra Datavision 1996
class NewtonMinimum from math
---Purpose:
uses Vector from math,
Matrix from math,
Status from math,
MultipleVarFunctionWithHessian from math,
NotDone from StdFail
raises NotDone, DimensionError
is
Create(F: in out MultipleVarFunctionWithHessian;
StartingPoint: Vector;
Tolerance: Real=1.0e-7;
NbIterations: Integer=40;
Convexity: Real=1.0e-6;
WithSingularity : Boolean = Standard_True)
---Purpose: -- 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. )
returns NewtonMinimum;
Create(F: in out MultipleVarFunctionWithHessian;
Tolerance: Real=1.0e-7;
NbIterations: Integer=40;
Convexity: Real=1.0e-6;
WithSingularity : Boolean = Standard_True)
---Purpose:
-- 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
returns NewtonMinimum;
Delete(me:out) is virtual;
---C++: alias "Standard_EXPORT virtual ~math_NewtonMinimum(){Delete();}"
Perform(me: in out; F: in out MultipleVarFunctionWithHessian;
StartingPoint: Vector)
---Purpose: Search the solution.
is static;
IsConverged(me)
---Purpose: 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.
returns Boolean
is virtual;
IsDone(me)
---Purpose: Tests if an error has occured.
---C++: inline
returns Boolean
is static;
IsConvex(me)
---Purpose: Tests if the Function is convexe during optimization.
---C++: inline
returns Boolean
is static;
Location(me)
---Purpose: returns the location vector of the minimum.
-- Exception NotDone is raised if an error has occured.
---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 an error has occured.
-- Exception DimensionError is raised if the range of Loc is not
-- equal to the range of the StartingPoint.
---C++: inline
raises DimensionError,
NotDone
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;
Gradient(me)
---Purpose: returns the gradient vector at the minimum.
-- Exception NotDone is raised if an error has occured.the minimum was not found.
---C++: inline
---C++: return const&
returns Vector
raises NotDone
is static;
Gradient(me; Grad: out Vector)
---Purpose: 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.
---C++: inline
raises DimensionError,
NotDone
is static;
NbIterations(me)
---Purpose: returns the number of iterations really done in the
-- calculation of the minimum.
-- The exception NotDone is raised if an error has occured.
---C++: inline
returns Integer
raises NotDone
is static;
Dump(me; o: in out OStream)
---Purpose: Prints on the stream o information on the current state
-- of the object.
-- Is used to redefine the operator <<.
is static;
fields
Done: Boolean;
TheStatus: Status is protected;
TheLocation: Vector is protected;
TheGradient: Vector is protected;
TheStep: Vector is protected;
TheHessian : Matrix is protected;
PreviousMinimum: Real is protected;
TheMinimum: Real is protected;
MinEigenValue: Real is protected;
XTol: Real is protected;
CTol: Real is protected;
nbiter: Integer is protected;
NoConvexTreatement: Boolean is protected;
Convex : Boolean is protected;
Itermax: Integer;
end NewtonMinimum;
|
