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-- File: Powell.cdl
-- Created: Tue May 14 16:47:51 1991
-- Author: Laurent PAINNOT
-- <lpa@topsn3>
---Copyright: Matra Datavision 1991, 1992
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;
Delete(me:out) is virtual;
---C++: alias "Standard_EXPORT virtual ~math_Powell(){Delete();}"
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;
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