.TH "mlpack::optimization::test::GeneralizedRosenbrockFunction" 3 "Tue Sep 9 2014" "Version 1.0.10" "MLPACK" \" -*- nroff -*-
.ad l
.nh
.SH NAME
mlpack::optimization::test::GeneralizedRosenbrockFunction \- 
.PP
The Generalized Rosenbrock function in n dimensions, defined by f(x) = sum_i^{n - 1} (f(i)(x)) f_i(x) = 100 * (x_i^2 - x_{i + 1})^2 + (1 - x_i)^2 x_0 = [-1\&.2, 1, -1\&.2, 1, \&.\&.\&.]\&.  

.SH SYNOPSIS
.br
.PP
.SS "Public Member Functions"

.in +1c
.ti -1c
.RI "\fBGeneralizedRosenbrockFunction\fP (int \fBn\fP)"
.br
.ti -1c
.RI "double \fBEvaluate\fP (const arma::mat &coordinates) const "
.br
.ti -1c
.RI "double \fBEvaluate\fP (const arma::mat &coordinates, const size_t i) const "
.br
.ti -1c
.RI "const arma::mat & \fBGetInitialPoint\fP () const "
.br
.ti -1c
.RI "void \fBGradient\fP (const arma::mat &coordinates, arma::mat &gradient) const "
.br
.ti -1c
.RI "void \fBGradient\fP (const arma::mat &coordinates, const size_t i, arma::mat &gradient) const "
.br
.ti -1c
.RI "size_t \fBNumFunctions\fP () const "
.br
.in -1c
.SS "Private Attributes"

.in +1c
.ti -1c
.RI "arma::mat \fBinitialPoint\fP"
.br
.ti -1c
.RI "int \fBn\fP"
.br
.in -1c
.SH "Detailed Description"
.PP 
The Generalized Rosenbrock function in n dimensions, defined by f(x) = sum_i^{n - 1} (f(i)(x)) f_i(x) = 100 * (x_i^2 - x_{i + 1})^2 + (1 - x_i)^2 x_0 = [-1\&.2, 1, -1\&.2, 1, \&.\&.\&.]\&. 

This should optimize to f(x) = 0, at x = [1, 1, 1, 1, \&.\&.\&.]\&.
.PP
This function can also be used for stochastic gradient descent (\fBSGD\fP) as a decomposable function (DecomposableFunctionType), so there are other overloads of \fBEvaluate()\fP and \fBGradient()\fP implemented, as well as \fBNumFunctions()\fP\&.
.PP
'An analysis of the behavior of a glass of genetic adaptive systems\&.' K\&.A\&. De Jong\&. Ph\&.D\&. thesis, University of Michigan, 1975\&. 
.PP
Definition at line 123 of file test_functions\&.hpp\&.
.SH "Constructor & Destructor Documentation"
.PP 
.SS "mlpack::optimization::test::GeneralizedRosenbrockFunction::GeneralizedRosenbrockFunction (intn)"

.SH "Member Function Documentation"
.PP 
.SS "double mlpack::optimization::test::GeneralizedRosenbrockFunction::Evaluate (const arma::mat &coordinates) const"

.SS "double mlpack::optimization::test::GeneralizedRosenbrockFunction::Evaluate (const arma::mat &coordinates, const size_ti) const"

.SS "const arma::mat& mlpack::optimization::test::GeneralizedRosenbrockFunction::GetInitialPoint () const"

.SS "void mlpack::optimization::test::GeneralizedRosenbrockFunction::Gradient (const arma::mat &coordinates, arma::mat &gradient) const"

.SS "void mlpack::optimization::test::GeneralizedRosenbrockFunction::Gradient (const arma::mat &coordinates, const size_ti, arma::mat &gradient) const"

.SS "size_t mlpack::optimization::test::GeneralizedRosenbrockFunction::NumFunctions () const\fC [inline]\fP"

.PP
Definition at line 136 of file test_functions\&.hpp\&.
.SH "Member Data Documentation"
.PP 
.SS "arma::mat mlpack::optimization::test::GeneralizedRosenbrockFunction::initialPoint\fC [private]\fP"

.PP
Definition at line 145 of file test_functions\&.hpp\&.
.SS "int mlpack::optimization::test::GeneralizedRosenbrockFunction::n\fC [private]\fP"

.PP
Definition at line 146 of file test_functions\&.hpp\&.

.SH "Author"
.PP 
Generated automatically by Doxygen for MLPACK from the source code\&.