Reference

mlpack_optimization_test_GeneralizedRosenbrockFunction(3)

The Generalized Rosenbrock function in n dimensions, defined by f(x) = sum_i^{n - 1} (f(i)(x)) f_i(x) = 100 * (x_i^2 - x_{i + 1})^2 + (1 - x_i)^2 x_0 = [-1.2, 1, -1.2, 1, ...].

NAME

mlpack::optimization::test::GeneralizedRosenbrockFunction -

The Generalized Rosenbrock function in n dimensions, defined by f(x) = sum_i^{n - 1} (f(i)(x)) f_i(x) = 100 * (x_i^2 - x_{i + 1})^2 + (1 - x_i)^2 x_0 = [-1.2, 1, -1.2, 1, ...].

SYNOPSIS

Public Member Functions

GeneralizedRosenbrockFunction (int n)
double Evaluate (const arma::mat &coordinates) const
double Evaluate (const arma::mat &coordinates, const size_t i) const
const arma::mat & GetInitialPoint () const
void Gradient (const arma::mat &coordinates, arma::mat &gradient) const
void Gradient (const arma::mat &coordinates, const size_t i, arma::mat &gradient) const
size_t NumFunctions () const

Private Attributes

arma::mat initialPoint
int n

Detailed Description

The Generalized Rosenbrock function in n dimensions, defined by f(x) = sum_i^{n - 1} (f(i)(x)) f_i(x) = 100 * (x_i^2 - x_{i + 1})^2 + (1 - x_i)^2 x_0 = [-1.2, 1, -1.2, 1, ...].

This should optimize to f(x) = 0, at x = [1, 1, 1, 1, ...].

This function can also be used for stochastic gradient descent (SGD) as a decomposable function (DecomposableFunctionType), so there are other overloads of Evaluate() and Gradient() implemented, as well as NumFunctions().

Definition at line 123 of file test_functions.hpp.

Constructor & Destructor Documentation

mlpack::optimization::test::GeneralizedRosenbrockFunction::GeneralizedRosenbrockFunction (intn)

Member Function Documentation

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

double mlpack::optimization::test::GeneralizedRosenbrockFunction::Evaluate (const arma::mat &coordinates, const size_ti) const

const arma::mat& mlpack::optimization::test::GeneralizedRosenbrockFunction::GetInitialPoint () const

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

void mlpack::optimization::test::GeneralizedRosenbrockFunction::Gradient (const arma::mat &coordinates, const size_ti, arma::mat &gradient) const

size_t mlpack::optimization::test::GeneralizedRosenbrockFunction::NumFunctions () const [inline]

Definition at line 136 of file test_functions.hpp.

Member Data Documentation

arma::mat mlpack::optimization::test::GeneralizedRosenbrockFunction::initialPoint [private]

Definition at line 145 of file test_functions.hpp.

int mlpack::optimization::test::GeneralizedRosenbrockFunction::n [private]

Definition at line 146 of file test_functions.hpp.

Author

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