mlpack  git-master
GockenbachFunction Class Reference

This function is taken from M. More...

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
 

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 61 of file aug_lagrangian_test_functions.hpp.

Constructor & Destructor Documentation

◆ GockenbachFunction() [1/2]

◆ GockenbachFunction() [2/2]

GockenbachFunction ( const arma::mat &  initial_point)

Member Function Documentation

◆ 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 77 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

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