blob: 63ec55f11c8606d951ea7e8df1384ec3d974ebaa (
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
|
-- File: FairCurve_Newton.cdl
-- Created: Fri Oct 11 10:01:47 1996
-- Author: Philippe MANGIN
-- <pmn@sgi29>
---Copyright: Matra Datavision 1996
private class Newton from FairCurve inherits NewtonMinimum from math
---Purpose: Algorithme of Optimization used to make "FairCurve"
uses
Vector from math,
MultipleVarFunctionWithHessian from math
is
Create(F: in out MultipleVarFunctionWithHessian;
StartingPoint: Vector;
SpatialTolerance : Real = 1.0e-7;
CriteriumTolerance: Real = 1.0e-2;
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 Newton;
Create(F: in out MultipleVarFunctionWithHessian;
SpatialTolerance : Real = 1.0e-7;
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 Newton;
IsConverged(me)
---Purpose: This method is called at the end of each
-- iteration to check the convergence :
-- || Xi+1 - Xi || < SpatialTolerance/100 Or
-- || Xi+1 - Xi || < SpatialTolerance and
-- |F(Xi+1) - F(Xi)| < CriteriumTolerance * |F(xi)|
-- It can be redefined in a sub-class to implement a specific test.
returns Boolean
is redefined;
fields
mySpTol : Real;
end Newton;
|