liboce-foundation-dev 0.18.2-2build1 / usr / include / oce / math_BFGS.hxx

This file is indexed.

/usr/include/oce/math_BFGS.hxx is in liboce-foundation-dev 0.18.2-2build1.

This file is owned by root:root, with mode 0o644.

The actual contents of the file can be viewed below. 

  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
// This file is generated by WOK (CPPExt).
// Please do not edit this file; modify original file instead.
// The copyright and license terms as defined for the original file apply to 
// this header file considered to be the "object code" form of the original source.

#ifndef _math_BFGS_HeaderFile
#define _math_BFGS_HeaderFile

#include <Standard.hxx>
#include <Standard_DefineAlloc.hxx>
#include <Standard_Macro.hxx>

#include <Standard_Boolean.hxx>
#include <math_Status.hxx>
#include <math_Vector.hxx>
#include <Standard_Real.hxx>
#include <Standard_Integer.hxx>
#include <Standard_OStream.hxx>
class StdFail_NotDone;
class Standard_DimensionError;
class math_MultipleVarFunctionWithGradient;



//! This class implements the Broyden-Fletcher-Goldfarb-Shanno variant of
//! Davidson-Fletcher-Powell minimization algorithm of a function of
//! multiple variables.Knowledge of the function's gradient is required.
class math_BFGS 
{
public:

  DEFINE_STANDARD_ALLOC

  
  //! Initializes the computation of the minimum of a function with
  //! NbVariables.
  //! Tolerance, ZEPS and NbIterations are described in the method Perform.
  //! Warning:
  //! A call to the Perform method must be made after this
  //! initialization to effectively compute the minimum of the
  //! function F.
  Standard_EXPORT math_BFGS(const Standard_Integer NbVariables, const Standard_Real Tolerance = 1.0e-8, const Standard_Integer NbIterations = 200, const Standard_Real ZEPS = 1.0e-12);
Standard_EXPORT virtual ~math_BFGS();
  
  //! Given the starting point StartingPoint,
  //! minimization is done on the function F.
  //! The solution F = Fi is found when :
  //! 2.0 * abs(Fi - Fi-1) <= Tolerance * (abs(Fi) + abs(Fi-1) + ZEPS).
  //! Tolerance, ZEPS and maximum number of iterations are given
  //! in the constructor.
  Standard_EXPORT   void Perform (math_MultipleVarFunctionWithGradient& F, const math_Vector& StartingPoint) ;
  

  //! This method is called at the end of each iteration to check if the
  //! solution is found.
  //! It can be redefined in a sub-class to implement a specific test to
  //! stop the iterations.
  Standard_EXPORT virtual   Standard_Boolean IsSolutionReached (math_MultipleVarFunctionWithGradient& F)  const;
  
  //! Returns true if the computations are successful, otherwise returns false.
      Standard_Boolean IsDone()  const;
  
  //! returns the location vector of the minimum.
  //! Exception NotDone is raised if the minimum was not found.
     const  math_Vector& Location()  const;
  
  //! 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.
      void Location (math_Vector& Loc)  const;
  
  //! returns the value of the minimum.
  //! Exception NotDone is raised if the minimum was not found.
      Standard_Real Minimum()  const;
  
  //! Returns the gradient vector at the minimum.
  //! Exception NotDone is raised if the minimum was not found.
     const  math_Vector& Gradient()  const;
  
  //! Returns the value of 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.
      void Gradient (math_Vector& Grad)  const;
  
  //! Returns the number of iterations really done in the
  //! calculation of the minimum.
  //! The exception NotDone is raised if the minimum was not found.
      Standard_Integer NbIterations()  const;
  
  //! Prints on the stream o information on the current state
  //! of the object.
  //! Is used to redefine the operator <<.
  Standard_EXPORT   void Dump (Standard_OStream& o)  const;




protected:



  math_Status TheStatus;
  math_Vector TheLocation;
  math_Vector TheGradient;
  Standard_Real PreviousMinimum;
  Standard_Real TheMinimum;
  Standard_Real XTol;
  Standard_Real EPSZ;
  Standard_Integer nbiter;


private:



  Standard_Boolean Done;
  Standard_Integer Itermax;


};


#include <math_BFGS.lxx>





#endif // _math_BFGS_HeaderFile

APT Browse - Built by Thomas Orozco.