mlpack::optimization::test::WoodFunction Class Reference

The Wood function, defined by f(x) = f1(x) + f2(x) + f3(x) + f4(x) + f5(x) + f6(x) f1(x) = 100 (x2 - x1^2)^2 f2(x) = (1 - x1)^2 f3(x) = 90 (x4 - x3^2)^2 f4(x) = (1 - x3)^2 f5(x) = 10 (x2 + x4 - 2)^2 f6(x) = (1 / 10) (x2 - x4)^2 x_0 = [-3, -1, -3, -1]. More...

Public Member Functions
	WoodFunction ()
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 Wood function, defined by f(x) = f1(x) + f2(x) + f3(x) + f4(x) + f5(x) + f6(x) f1(x) = 100 (x2 - x1^2)^2 f2(x) = (1 - x1)^2 f3(x) = 90 (x4 - x3^2)^2 f4(x) = (1 - x3)^2 f5(x) = 10 (x2 + x4 - 2)^2 f6(x) = (1 / 10) (x2 - x4)^2 x_0 = [-3, -1, -3, -1].

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

"A comparative study of nonlinear programming codes." A.R. Colville. 1968. Rep. 320-2949, IBM N.Y. Scientific Center.

Definition at line 83 of file test_functions.hpp.

Constructor & Destructor Documentation

mlpack::optimization::test::WoodFunction::WoodFunction

(

)

Member Function Documentation

double mlpack::optimization::test::WoodFunction::Evaluate

(

const arma::mat &

coordinates

)

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

(

)

const

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

Member Data Documentation

arma::mat mlpack::optimization::test::WoodFunction::initialPoint

private

Definition at line 94 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