AugLagrangianTestFunction Class Reference

This function is taken from "Practical Mathematical Optimization" (Snyman), section 5.3.8 ("Application of the Augmented Lagrangian Method"). More...

Public Member Functions
	AugLagrangianTestFunction ()
	AugLagrangianTestFunction (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

Detailed Description

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 28 of file aug_lagrangian_test_functions.hpp.

Constructor & Destructor Documentation

AugLagrangianTestFunction() [1/2]

AugLagrangianTestFunction

(

)

AugLagrangianTestFunction() [2/2]

AugLagrangianTestFunction

(

const arma::mat &

initial_point

)

Member Function Documentation

Evaluate()

double Evaluate

(

const arma::mat &

coordinates

)

EvaluateConstraint()

double EvaluateConstraint	(	const size_t	index,
		const arma::mat &	coordinates
	)

Referenced by AugLagrangianTestFunction::NumConstraints(), and GockenbachFunction::NumConstraints().

GetInitialPoint()

const arma::mat& GetInitialPoint ( ) const

inline

Definition at line 44 of file aug_lagrangian_test_functions.hpp.

Gradient()

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

GradientConstraint()

void GradientConstraint	(	const size_t	index,
		const arma::mat &	coordinates,
		arma::mat &	gradient
	)

Referenced by AugLagrangianTestFunction::NumConstraints(), and GockenbachFunction::NumConstraints().

NumConstraints()

size_t NumConstraints ( ) const

inline

Definition at line 37 of file aug_lagrangian_test_functions.hpp.

References AugLagrangianTestFunction::EvaluateConstraint(), and AugLagrangianTestFunction::GradientConstraint().

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

• src/mlpack/core/optimizers/aug_lagrangian/aug_lagrangian_test_functions.hpp