NAME¶

mlpack::optimization::test::GeneralizedRosenbrockFunction - 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, ...].

SYNOPSIS¶

Public Member Functions¶

GeneralizedRosenbrockFunction (int n) double Evaluate (const arma::mat &coordinates) const double Evaluate (const arma::mat &coordinates, const size_t i) const const arma::mat & GetInitialPoint () const void Gradient (const arma::mat &coordinates, arma::mat &gradient) const void Gradient (const arma::mat &coordinates, const size_t i, arma::mat &gradient) const size_t NumFunctions () const

Private Attributes¶

arma::mat initialPoint int n

Detailed Description¶

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, ...]. This function can also be used for stochastic gradient descent ( SGD) as a decomposable function (DecomposableFunctionType), so there are other overloads of Evaluate() and Gradient() implemented, as well as NumFunctions(). Definition at line 123 of file test_functions.hpp.

Constructor & Destructor Documentation¶

mlpack::optimization::test::GeneralizedRosenbrockFunction::GeneralizedRosenbrockFunction (intn)¶

Member Function Documentation¶

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

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

const arma::mat& mlpack::optimization::test::GeneralizedRosenbrockFunction::GetInitialPoint () const¶

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

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

size_t mlpack::optimization::test::GeneralizedRosenbrockFunction::NumFunctions () const [inline]¶

Definition at line 136 of file test_functions.hpp.

Member Data Documentation¶

arma::mat mlpack::optimization::test::GeneralizedRosenbrockFunction::initialPoint [private]¶

Definition at line 145 of file test_functions.hpp.

int mlpack::optimization::test::GeneralizedRosenbrockFunction::n [private]¶

Definition at line 146 of file test_functions.hpp.

Author¶

Generated automatically by Doxygen for MLPACK from the source code.