test_functions.hpp File Reference

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Classes
class	mlpack::optimization::test::GeneralizedRosenbrockFunction
	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...
class	mlpack::optimization::test::RosenbrockFunction
	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...
class	mlpack::optimization::test::RosenbrockWoodFunction
	The Generalized Rosenbrock function in 4 dimensions with the Wood Function in four dimensions. More...
class	mlpack::optimization::test::WoodFunction
	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...

Namespaces
	mlpack
	Linear algebra utility functions, generally performed on matrices or vectors.
	mlpack::optimization
	mlpack::optimization::test

Detailed Description

Author

Ryan Curtin

A collection of functions to test optimizers (in this case, L-BFGS). These come from the following paper:

"Testing Unconstrained Optimization Software" Jorge J. Moré, Burton S. Garbow, and Kenneth E. Hillstrom. 1981. ACM Trans. Math. Softw. 7, 1 (March 1981), 17-41. http://portal.acm.org/citation.cfm?id=355934.355936

mlpack is free software; you may redistribute it and/or modify it under the terms of the 3-clause BSD license. You should have received a copy of the 3-clause BSD license along with mlpack. If not, see http://www.opensource.org/licenses/BSD-3-Clause for more information.

Definition in file test_functions.hpp.