NAME¶

mlpack::optimization::test::RosenbrockFunction - The Rosenbrock function, defined by f(x) = f1(x) + f2(x) f1(x) = 100 (x2 - x1^2)^2 f2(x) = (1 - x1)^2 x_0 = [-1.2, 1].

SYNOPSIS¶

Public Member Functions¶

RosenbrockFunction () double Evaluate (const arma::mat &coordinates) const arma::mat & GetInitialPoint () const void Gradient (const arma::mat &coordinates, arma::mat &gradient)

Private Attributes¶

arma::mat initialPoint

Detailed Description¶

The Rosenbrock function, defined by f(x) = f1(x) + f2(x) f1(x) = 100 (x2 - x1^2)^2 f2(x) = (1 - x1)^2 x_0 = [-1.2, 1]. This should optimize to f(x) = 0, at x = [1, 1]. Definition at line 63 of file test_functions.hpp.

Constructor & Destructor Documentation¶

mlpack::optimization::test::RosenbrockFunction::RosenbrockFunction ()¶

Member Function Documentation¶

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

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

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

Member Data Documentation¶

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

Definition at line 74 of file test_functions.hpp.

Author¶

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