SYNOPSIS
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: http://www.math.mtu.edu/~msgocken/ma5630spring2003/lectures/nlp/nlp.pdf
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().
Author
Generated automatically by Doxygen for MLPACK from the source code.