SYNOPSIS

Public Member Functions

AugLagrangianTestFunction ()

AugLagrangianTestFunction (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

std::string ToString () const

Private Attributes

arma::mat initialPoint

Detailed Description

This function is taken from 'Practical Mathematical Optimization' (Snyman), section 5.3.8 ('Application of the Augmented Lagrangian Method').

It has only one constraint.

The minimum that satisfies the constraint is x = [1, 4], with an objective value of 70.

Definition at line 38 of file aug_lagrangian_test_functions.hpp.

Constructor & Destructor Documentation

mlpack::optimization::AugLagrangianTestFunction::AugLagrangianTestFunction ()

mlpack::optimization::AugLagrangianTestFunction::AugLagrangianTestFunction (const arma::mat &initial_point)

Member Function Documentation

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

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

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

Definition at line 54 of file aug_lagrangian_test_functions.hpp.

References initialPoint.

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

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

size_t mlpack::optimization::AugLagrangianTestFunction::NumConstraints () const [inline]

Definition at line 47 of file aug_lagrangian_test_functions.hpp.

std::string mlpack::optimization::AugLagrangianTestFunction::ToString () const

Member Data Documentation

arma::mat mlpack::optimization::AugLagrangianTestFunction::initialPoint [private]

Definition at line 60 of file aug_lagrangian_test_functions.hpp.

Referenced by GetInitialPoint().

Author

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