This function is taken from "Practical Mathematical Optimization" (Snyman), section 5.3.8 ("Application of the Augmented Lagrangian Method"). More...
Public Member Functions | |
AugLagrangianTestFunction (const arma::mat &initial_point) | |
AugLagrangianTestFunction () | |
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 "Practical Mathematical Optimization" (Snyman), section 5.3.8 ("Application of the Augmented Lagrangian Method").
It has only one constraint.
The minimum that satisfies the constraint is x = [1, 4], with an objective value of 70.
Definition at line 38 of file aug_lagrangian_test_functions.hpp.
mlpack::optimization::AugLagrangianTestFunction::AugLagrangianTestFunction | ( | ) |
mlpack::optimization::AugLagrangianTestFunction::AugLagrangianTestFunction | ( | const arma::mat & | initial_point | ) |
double mlpack::optimization::AugLagrangianTestFunction::Evaluate | ( | const arma::mat & | coordinates | ) |
double mlpack::optimization::AugLagrangianTestFunction::EvaluateConstraint | ( | const size_t | index, | |
const arma::mat & | coordinates | |||
) |
const arma::mat& mlpack::optimization::AugLagrangianTestFunction::GetInitialPoint | ( | ) | const [inline] |
Definition at line 54 of file aug_lagrangian_test_functions.hpp.
References initialPoint.
void mlpack::optimization::AugLagrangianTestFunction::Gradient | ( | const arma::mat & | coordinates, | |
arma::mat & | gradient | |||
) |
void mlpack::optimization::AugLagrangianTestFunction::GradientConstraint | ( | const size_t | index, | |
const arma::mat & | coordinates, | |||
arma::mat & | gradient | |||
) |
size_t mlpack::optimization::AugLagrangianTestFunction::NumConstraints | ( | ) | const [inline] |
Definition at line 47 of file aug_lagrangian_test_functions.hpp.
arma::mat mlpack::optimization::AugLagrangianTestFunction::initialPoint [private] |
Definition at line 57 of file aug_lagrangian_test_functions.hpp.
Referenced by GetInitialPoint().