NAME¶

mlpack::optimization::GockenbachFunction - This function is taken from M.

SYNOPSIS¶

Public Member Functions¶

GockenbachFunction () GockenbachFunction (const arma::mat &initial_point) double Evaluate (const arma::mat &coordinates) double EvaluateConstraint (const size_t index, const arma::mat &coordinates) const arma::mat & GetInitialPoint () const void Gradient (const arma::mat &coordinates, arma::mat &gradient) void GradientConstraint (const size_t index, const arma::mat &coordinates, arma::mat &gradient) size_t NumConstraints () const

Private Attributes¶

arma::mat initialPoint

Detailed Description¶

This function is taken from M. Gockenbach's lectures on general nonlinear programs, found at: http://www.math.mtu.edu/~msgocken/ma5630spring2003/lectures/nlp/nlp.pdf The program we are using is example 2.5 from this document. I have arbitrarily decided that this will be called the Gockenbach function. The minimum that satisfies the two constraints is given as x = [0.12288, -1.1078, 0.015100], with an objective value of about 29.634. Definition at line 74 of file aug_lagrangian_test_functions.hpp.

Constructor & Destructor Documentation¶

mlpack::optimization::GockenbachFunction::GockenbachFunction ()¶

mlpack::optimization::GockenbachFunction::GockenbachFunction (const arma::mat &initial_point)¶

Member Function Documentation¶

double mlpack::optimization::GockenbachFunction::Evaluate (const arma::mat &coordinates)¶

double mlpack::optimization::GockenbachFunction::EvaluateConstraint (const size_tindex, const arma::mat &coordinates)¶

const arma::mat& mlpack::optimization::GockenbachFunction::GetInitialPoint () const [inline]¶

Definition at line 90 of file aug_lagrangian_test_functions.hpp. References initialPoint.

void mlpack::optimization::GockenbachFunction::Gradient (const arma::mat &coordinates, arma::mat &gradient)¶

void mlpack::optimization::GockenbachFunction::GradientConstraint (const size_tindex, const arma::mat &coordinates, arma::mat &gradient)¶

size_t mlpack::optimization::GockenbachFunction::NumConstraints () const [inline]¶

Definition at line 83 of file aug_lagrangian_test_functions.hpp.

Member Data Documentation¶

arma::mat mlpack::optimization::GockenbachFunction::initialPoint [private]¶

Definition at line 93 of file aug_lagrangian_test_functions.hpp. Referenced by GetInitialPoint().

Author¶

Generated automatically by Doxygen for MLPACK from the source code.