aug_lagrangian_test_functions.hpp

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#ifndef MLPACK_CORE_OPTIMIZERS_AUG_LAGRANGIAN_TEST_FUNCTIONS_HPP
#define MLPACK_CORE_OPTIMIZERS_AUG_LAGRANGIAN_TEST_FUNCTIONS_HPP

#include <mlpack/prereqs.hpp>

namespace mlpack {
namespace optimization {

class AugLagrangianTestFunction
{
 public:
  AugLagrangianTestFunction();
  AugLagrangianTestFunction(const arma::mat& initial_point);

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

  size_t NumConstraints() const { return 1; }

  double EvaluateConstraint(const size_t index, const arma::mat& coordinates);
  void GradientConstraint(const size_t index,
                          const arma::mat& coordinates,
                          arma::mat& gradient);

  const arma::mat& GetInitialPoint() const { return initialPoint; }

 private:
  arma::mat initialPoint;
};

class GockenbachFunction
{
 public:
  GockenbachFunction();
  GockenbachFunction(const arma::mat& initial_point);

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

  size_t NumConstraints() const { return 2; };

  double EvaluateConstraint(const size_t index, const arma::mat& coordinates);
  void GradientConstraint(const size_t index,
                          const arma::mat& coordinates,
                          arma::mat& gradient);

  const arma::mat& GetInitialPoint() const { return initialPoint; }

 private:
  arma::mat initialPoint;
};

class LovaszThetaSDP
{
 public:
  LovaszThetaSDP();

  LovaszThetaSDP(const arma::mat& edges);

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

  size_t NumConstraints() const;

  double EvaluateConstraint(const size_t index, const arma::mat& coordinates);
  void GradientConstraint(const size_t index,
                          const arma::mat& coordinates,
                          arma::mat& gradient);

  const arma::mat& GetInitialPoint();

  const arma::mat& Edges() const { return edges; }
  arma::mat&       Edges()       { return edges; }

 private:
  arma::mat edges;
  size_t vertices;

  arma::mat initialPoint;
};

} // namespace optimization
} // namespace mlpack

#endif // MLPACK_CORE_OPTIMIZERS_AUG_LAGRANGIAN_TEST_FUNCTIONS_HPP