Reference

mlpack_optimization_test_RosenbrockFunction(3)

The Rosenbrock function, defined by f(x) = f1(x) + f2(x) f1(x) = 100 (x2 - x1^2)^2 f2(x) = (1 - x1)^2 x_0 = [-1.2, 1].

NAME

mlpack::optimization::test::RosenbrockFunction -

The Rosenbrock function, defined by f(x) = f1(x) + f2(x) f1(x) = 100 (x2 - x1^2)^2 f2(x) = (1 - x1)^2 x_0 = [-1.2, 1].

SYNOPSIS

Public Member Functions

RosenbrockFunction ()
double Evaluate (const arma::mat &coordinates)
const arma::mat & GetInitialPoint () const
void Gradient (const arma::mat &coordinates, arma::mat &gradient)

Private Attributes

arma::mat initialPoint

Detailed Description

The Rosenbrock function, defined by f(x) = f1(x) + f2(x) f1(x) = 100 (x2 - x1^2)^2 f2(x) = (1 - x1)^2 x_0 = [-1.2, 1].

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

Definition at line 63 of file test_functions.hpp.

Constructor & Destructor Documentation

mlpack::optimization::test::RosenbrockFunction::RosenbrockFunction ()

Member Function Documentation

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

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

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

Member Data Documentation

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

Definition at line 74 of file test_functions.hpp.

Author

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