mlpack::optimization::GockenbachFunction(3) This function is taken from M.


Public Member Functions

GockenbachFunction ()

GockenbachFunction (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

Private Attributes

arma::mat initialPoint

Detailed Description

This function is taken from M.

Gockenbach's lectures on general nonlinear programs, found at:

The program we are using is example 2.5 from this document. I have arbitrarily decided that this will be called the Gockenbach function.

The minimum that satisfies the two constraints is given as x = [0.12288, -1.1078, 0.015100], with an objective value of about 29.634.

Definition at line 74 of file aug_lagrangian_test_functions.hpp.

Constructor & Destructor Documentation

mlpack::optimization::GockenbachFunction::GockenbachFunction ()

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

Member Function Documentation

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

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

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

Definition at line 90 of file aug_lagrangian_test_functions.hpp.

References initialPoint.

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

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

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

Definition at line 83 of file aug_lagrangian_test_functions.hpp.

Member Data Documentation

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

Definition at line 93 of file aug_lagrangian_test_functions.hpp.

Referenced by GetInitialPoint().


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