mlpack: mlpack::optimization::GockenbachFunction Class Reference

mlpack::optimization::GockenbachFunction Class Reference

This function is taken from M. More...

List of all members.

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 66 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_t  index,
const arma::mat &  coordinates 
const arma::mat& mlpack::optimization::GockenbachFunction::GetInitialPoint (  )  const [inline]

Definition at line 82 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_t  index,
const arma::mat &  coordinates,
arma::mat &  gradient 
size_t mlpack::optimization::GockenbachFunction::NumConstraints (  )  const [inline]

Definition at line 75 of file aug_lagrangian_test_functions.hpp.

Member Data Documentation

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