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AugLagrangianTestFunction Class Reference

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

## 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

## 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 28 of file aug_lagrangian_test_functions.hpp.

## ◆ AugLagrangianTestFunction() [1/2]

 AugLagrangianTestFunction ( )

## ◆ AugLagrangianTestFunction() [2/2]

 AugLagrangianTestFunction ( const arma::mat & initial_point )

## ◆ Evaluate()

 double Evaluate ( const arma::mat & coordinates )

## ◆ EvaluateConstraint()

 double EvaluateConstraint ( const size_t index, const arma::mat & coordinates )

## ◆ GetInitialPoint()

 const arma::mat& GetInitialPoint ( ) const
inline

Definition at line 44 of file aug_lagrangian_test_functions.hpp.

## ◆ Gradient()

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

## ◆ GradientConstraint()

 void GradientConstraint ( const size_t index, const arma::mat & coordinates, arma::mat & gradient )

## ◆ NumConstraints()

 size_t NumConstraints ( ) const
inline

Definition at line 37 of file aug_lagrangian_test_functions.hpp.

The documentation for this class was generated from the following file: