mlpack::optimization::AugLagrangianTestFunction Class Reference

This function is taken from "Practical Mathematical Optimization" (Snyman), section 5.3.8 ("Application of the Augmented Lagrangian Method"). More...

Public Member Functions
	AugLagrangianTestFunction ()
	AugLagrangianTestFunction (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 "Practical Mathematical Optimization" (Snyman), section 5.3.8 ("Application of the Augmented Lagrangian Method").

It has only one constraint.

The minimum that satisfies the constraint is x = [1, 4], with an objective value of 70.

Definition at line 28 of file aug_lagrangian_test_functions.hpp.

Constructor & Destructor Documentation

mlpack::optimization::AugLagrangianTestFunction::AugLagrangianTestFunction

(

)

mlpack::optimization::AugLagrangianTestFunction::AugLagrangianTestFunction

(

const arma::mat &

initial_point

)

Member Function Documentation

double mlpack::optimization::AugLagrangianTestFunction::Evaluate

(

const arma::mat &

coordinates

)

double mlpack::optimization::AugLagrangianTestFunction::EvaluateConstraint	(	const size_t	index,
		const arma::mat &	coordinates
	)

Referenced by NumConstraints(), and mlpack::optimization::GockenbachFunction::NumConstraints().

const arma::mat& mlpack::optimization::AugLagrangianTestFunction::GetInitialPoint ( ) const

inline

Definition at line 44 of file aug_lagrangian_test_functions.hpp.

References initialPoint.

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

void mlpack::optimization::AugLagrangianTestFunction::GradientConstraint	(	const size_t	index,
		const arma::mat &	coordinates,
		arma::mat &	gradient
	)

Referenced by NumConstraints(), and mlpack::optimization::GockenbachFunction::NumConstraints().

size_t mlpack::optimization::AugLagrangianTestFunction::NumConstraints ( ) const

inline

Definition at line 37 of file aug_lagrangian_test_functions.hpp.

References EvaluateConstraint(), and GradientConstraint().

Member Data Documentation

arma::mat mlpack::optimization::AugLagrangianTestFunction::initialPoint

private

Definition at line 47 of file aug_lagrangian_test_functions.hpp.

Referenced by GetInitialPoint(), and mlpack::optimization::GockenbachFunction::GetInitialPoint().

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

• src/mlpack/core/optimizers/aug_lagrangian/aug_lagrangian_test_functions.hpp