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// 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_Powell_HeaderFile
#define _math_Powell_HeaderFile
#include <Standard.hxx>
#include <Standard_DefineAlloc.hxx>
#include <Standard_Macro.hxx>
#include <Standard_Boolean.hxx>
#include <math_Vector.hxx>
#include <Standard_Real.hxx>
#include <Standard_Integer.hxx>
#include <math_Status.hxx>
#include <math_Matrix.hxx>
#include <Standard_OStream.hxx>
class StdFail_NotDone;
class Standard_DimensionError;
class math_MultipleVarFunction;
class math_Matrix;
//! This class implements the Powell method to find the minimum of
//! function of multiple variables (the gradient does not have to be known).
class math_Powell
{
public:
DEFINE_STANDARD_ALLOC
//! 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.
Standard_EXPORT math_Powell(math_MultipleVarFunction& F, const math_Vector& StartingPoint, const math_Matrix& StartingDirections, const Standard_Real Tolerance, const Standard_Integer NbIterations = 200, const Standard_Real ZEPS = 1.0e-12);
//! is used in a sub-class to initialize correctly all the fields
//! of this class.
Standard_EXPORT math_Powell(math_MultipleVarFunction& F, const Standard_Real Tolerance, const Standard_Integer NbIterations = 200, const Standard_Real ZEPS = 1.0e-12);
Standard_EXPORT virtual void Delete() ;
Standard_EXPORT virtual ~math_Powell(){Delete();}
//! 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.
Standard_EXPORT void Perform (math_MultipleVarFunction& F, const math_Vector& StartingPoint, const math_Matrix& StartingDirections) ;
//! 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.
Standard_EXPORT virtual Standard_Boolean IsSolutionReached (math_MultipleVarFunction& F) ;
//! 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 number of iterations really done during the
//! computation of the minimum.
//! Exception NotDone is raised if the minimum was not found.
Standard_Integer NbIterations() const;
//! Prints information on the current state of the object.
//! Is used to redefine the operator <<.
Standard_EXPORT void Dump (Standard_OStream& o) const;
protected:
math_Vector TheLocation;
Standard_Real TheMinimum;
Standard_Real TheLocationError;
Standard_Real PreviousMinimum;
Standard_Real XTol;
Standard_Real EPSZ;
private:
Standard_Boolean Done;
Standard_Integer Iter;
math_Status TheStatus;
math_Matrix TheDirections;
Standard_Integer State;
Standard_Integer Itermax;
};
#include <math_Powell.lxx>
#endif // _math_Powell_HeaderFile
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