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-- File: FRPR.cdl
-- Created: Tue May 14 17:01:21 1991
-- Author: Laurent PAINNOT
-- <lpa@topsn3>
---Copyright: Matra Datavision 1991, 1992
class FRPR from math
---Purpose:
-- this class implements the Fletcher-Reeves-Polak_Ribiere minimization
-- algorithm of a function of multiple variables.
-- Knowledge of the function's gradient is required.
uses Vector from math, Matrix from math,
MultipleVarFunctionWithGradient from math,
Status from math,
OStream from Standard
raises DimensionError from Standard,
NotDone from StdFail
is
Create(F: in out MultipleVarFunctionWithGradient;
StartingPoint: Vector; Tolerance: Real;
NbIterations: Integer=200; ZEPS: Real=1.0e-12)
---Purpose: Computes FRPR minimization function F from input vector
-- StartingPoint. 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 FRPR;
Create(F: in out MultipleVarFunctionWithGradient;
Tolerance: Real;
NbIterations: Integer = 200;
ZEPS: Real = 1.0e-12)
---Purpose: Purpose
-- Initializes the computation of the minimum of F.
-- Warning
-- A call to the Perform method must be made after this
-- initialization to compute the minimum of the function.
returns FRPR;
Delete(me:out) is virtual;
---C++: alias "Standard_EXPORT virtual ~math_FRPR(){Delete();}"
Perform(me: in out; F: in out MultipleVarFunctionWithGradient;
StartingPoint: Vector)
---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 MultipleVarFunctionWithGradient)
---Purpose:
-- 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 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 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 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 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 on the stream o information on the current state
-- of the object.
-- Is used to redefine the operator <<.
is static;
fields
Done: Boolean;
TheLocation: Vector is protected;
TheGradient: Vector is protected;
TheMinimum: Real is protected;
PreviousMinimum: Real is protected;
Iter: Integer;
State: Integer;
XTol: Real is protected;
EPSZ: Real is protected;
TheStatus: Status;
Itermax: Integer;
end FRPR;
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