Other Alias
This function is taken from 'Practical Mathematical Optimization' SnymanSYNOPSIS
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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