NAME
src/mlpack/core/optimizers/lbfgs/test_functions.hpp -
SYNOPSIS
Classes
class 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, ...]. class 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]. class mlpack::optimization::test::RosenbrockWoodFunction
The Generalized Rosenbrock function in 4 dimensions with the Wood Function in four dimensions. class mlpack::optimization::test::WoodFunction
The Wood function, defined by f(x) = f1(x) + f2(x) + f3(x) + f4(x) + f5(x) + f6(x) f1(x) = 100 (x2 - x1^2)^2 f2(x) = (1 - x1)^2 f3(x) = 90 (x4 - x3^2)^2 f4(x) = (1 - x3)^2 f5(x) = 10 (x2 + x4 - 2)^2 f6(x) = (1 / 10) (x2 - x4)^2 x_0 = [-3, -1, -3, -1].
Namespaces
mlpack
Linear algebra utility functions, generally performed on matrices or vectors. mlpack::optimization
mlpack::optimization::test
Detailed Description
Author:
Ryan Curtin
A collection of functions to test optimizers (in this case, L-BFGS). These come from the following paper:
This file is part of MLPACK 1.0.10.
MLPACK is free software: you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.
MLPACK is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for more details (LICENSE.txt).
You should have received a copy of the GNU General Public License along with MLPACK. If not, see http://www.gnu.org/licenses/.
Definition in file test_functions.hpp.
Author
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