mlpack::optimization::test::GeneralizedRosenbrockFunction Class Reference

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, ...]. More...

Public Member Functions
	GeneralizedRosenbrockFunction (int n)
double	Evaluate (const arma::mat &coordinates) const
double	Evaluate (const arma::mat &coordinates, const size_t i) const
const arma::mat &	GetInitialPoint () const
void	Gradient (const arma::mat &coordinates, arma::mat &gradient) const
void	Gradient (const arma::mat &coordinates, const size_t i, arma::mat &gradient) const
size_t	NumFunctions () const

Private Attributes
arma::mat	initialPoint
int	n

Detailed Description

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, ...].

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

This function can also be used for stochastic gradient descent (SGD) as a decomposable function (DecomposableFunctionType), so there are other overloads of Evaluate() and Gradient() implemented, as well as NumFunctions().

"An analysis of the behavior of a glass of genetic adaptive systems." K.A. De Jong. Ph.D. thesis, University of Michigan, 1975.

Definition at line 113 of file test_functions.hpp.

Constructor & Destructor Documentation

mlpack::optimization::test::GeneralizedRosenbrockFunction::GeneralizedRosenbrockFunction

(

int

n

)

Member Function Documentation

double mlpack::optimization::test::GeneralizedRosenbrockFunction::Evaluate

(

const arma::mat &

coordinates

)

const

double mlpack::optimization::test::GeneralizedRosenbrockFunction::Evaluate	(	const arma::mat &	coordinates,
		const size_t	i
	)		const

const arma::mat& mlpack::optimization::test::GeneralizedRosenbrockFunction::GetInitialPoint

(

)

const

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

void mlpack::optimization::test::GeneralizedRosenbrockFunction::Gradient	(	const arma::mat &	coordinates,
		const size_t	i,
		arma::mat &	gradient
	)		const

size_t mlpack::optimization::test::GeneralizedRosenbrockFunction::NumFunctions ( ) const

inline

Definition at line 126 of file test_functions.hpp.

References mlpack::optimization::test::RosenbrockFunction::Evaluate(), mlpack::optimization::test::RosenbrockFunction::GetInitialPoint(), and mlpack::optimization::test::RosenbrockFunction::Gradient().

Member Data Documentation

arma::mat mlpack::optimization::test::GeneralizedRosenbrockFunction::initialPoint

private

Definition at line 135 of file test_functions.hpp.

int mlpack::optimization::test::GeneralizedRosenbrockFunction::n

private

Definition at line 136 of file test_functions.hpp.

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

• src/mlpack/core/optimizers/lbfgs/test_functions.hpp