mlpack::optimization::test::RosenbrockFunction Class Reference

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]. More...

Public Member Functions
	RosenbrockFunction ()
double	Evaluate (const arma::mat &coordinates)
const arma::mat &	GetInitialPoint () const
void	Gradient (const arma::mat &coordinates, arma::mat &gradient)

Private Attributes
arma::mat	initialPoint

Detailed Description

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].

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

"An automatic method for finding the greatest or least value of a function." H.H. Rosenbrock. 1960. Comput. J. 3., 175-184.

Definition at line 53 of file test_functions.hpp.

Constructor & Destructor Documentation

mlpack::optimization::test::RosenbrockFunction::RosenbrockFunction

(

)

Member Function Documentation

double mlpack::optimization::test::RosenbrockFunction::Evaluate

(

const arma::mat &

coordinates

)

Referenced by mlpack::optimization::test::GeneralizedRosenbrockFunction::NumFunctions().

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

(

)

const

Referenced by mlpack::optimization::test::GeneralizedRosenbrockFunction::NumFunctions().

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

Referenced by mlpack::optimization::test::GeneralizedRosenbrockFunction::NumFunctions().

Member Data Documentation

arma::mat mlpack::optimization::test::RosenbrockFunction::initialPoint

private

Definition at line 64 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