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...

List of all members.

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 63 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  ) 
const arma::mat& mlpack::optimization::test::RosenbrockFunction::GetInitialPoint (  )  const
void mlpack::optimization::test::RosenbrockFunction::Gradient ( const arma::mat &  coordinates,
arma::mat &  gradient 
)

Member Data Documentation

Definition at line 74 of file test_functions.hpp.


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

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