mlpack::optimization::GockenbachFunction Class Reference

This function is taken from M. More...

Public Member Functions
	GockenbachFunction ()
	GockenbachFunction (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 M.

Gockenbach's lectures on general nonlinear programs, found at: http://www.math.mtu.edu/~msgocken/ma5630spring2003/lectures/nlp/nlp.pdf

The program we are using is example 2.5 from this document. I have arbitrarily decided that this will be called the Gockenbach function.

The minimum that satisfies the two constraints is given as x = [0.12288, -1.1078, 0.015100], with an objective value of about 29.634.

Definition at line 61 of file aug_lagrangian_test_functions.hpp.

Constructor & Destructor Documentation

mlpack::optimization::GockenbachFunction::GockenbachFunction

(

)

mlpack::optimization::GockenbachFunction::GockenbachFunction

(

const arma::mat &

initial_point

)

Member Function Documentation

double mlpack::optimization::GockenbachFunction::Evaluate

(

const arma::mat &

coordinates

)

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

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

inline

Definition at line 77 of file aug_lagrangian_test_functions.hpp.

References mlpack::optimization::AugLagrangianTestFunction::initialPoint.

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

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

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

inline

Definition at line 70 of file aug_lagrangian_test_functions.hpp.

References mlpack::optimization::AugLagrangianTestFunction::EvaluateConstraint(), and mlpack::optimization::AugLagrangianTestFunction::GradientConstraint().

Member Data Documentation

arma::mat mlpack::optimization::GockenbachFunction::initialPoint

private

Definition at line 80 of file aug_lagrangian_test_functions.hpp.

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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