mlpack_optimization_GockenbachFunction (3)

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

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 74 of file aug_lagrangian_test_functions.hpp.

mlpack::optimization::GockenbachFunction::GockenbachFunction ()

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

double mlpack::optimization::GockenbachFunction::Evaluate (const arma::mat &coordinates)

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

const arma::mat& mlpack::optimization::GockenbachFunction::GetInitialPoint () const\fC [inline]\fP

Definition at line 90 of file aug_lagrangian_test_functions.hpp.

References initialPoint.

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

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

size_t mlpack::optimization::GockenbachFunction::NumConstraints () const\fC [inline]\fP

Definition at line 83 of file aug_lagrangian_test_functions.hpp.

arma::mat mlpack::optimization::GockenbachFunction::initialPoint\fC [private]\fP

Definition at line 93 of file aug_lagrangian_test_functions.hpp.

Referenced by GetInitialPoint().

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