generalized_rosenbrock_function.hpp

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#ifndef MLPACK_CORE_OPTIMIZERS_PROBLEMS_GENERALIZED_ROSENBROCK_FUNCTION_HPP
#define MLPACK_CORE_OPTIMIZERS_PROBLEMS_GENERALIZED_ROSENBROCK_FUNCTION_HPP

#include <mlpack/prereqs.hpp>

namespace mlpack {
namespace optimization {
namespace test {

class GeneralizedRosenbrockFunction
{
 public:
  /*
   * Initialize the GeneralizedRosenbrockFunction.
   *
   * @param n Number of dimensions for the function.
   */
  GeneralizedRosenbrockFunction(const size_t n);

  void Shuffle();

  size_t NumFunctions() const { return n - 1; }

  const arma::mat& GetInitialPoint() const { return initialPoint;}

  /*
   * Evaluate a function for a particular batch-size.
   *
   * @param coordinates The function coordinates.
   * @param begin The first function.
   * @param batchSize Number of points to process.
   */
  double Evaluate(const arma::mat& coordinates,
                  const size_t begin,
                  const size_t batchSize = 1) const;

  /*
   * Evaluate a function with the given coordinates.
   *
   * @param coordinates The function coordinates.
   */
  double Evaluate(const arma::mat& coordinates) const;

  /*
   * Evaluate the gradient of a function for a particular batch-size.
   *
   * @param coordinates The function coordinates.
   * @param begin The first function.
   * @param gradient The function gradient.
   * @param batchSize Number of points to process.
   */
  void Gradient(const arma::mat& coordinates,
                const size_t begin,
                arma::mat& gradient,
                const size_t batchSize = 1) const;

  /*
   * Evaluate the gradient of a function for a particular batch-size.
   *
   * @param coordinates The function coordinates.
   * @param begin The first function.
   * @param gradient The function gradient.
   */
  void Gradient(const arma::mat& coordinates,
                const size_t begin,
                arma::sp_mat& gradient,
                const size_t count) const;

  /*
   * Evaluate the gradient of a function with the given coordinates.
   *
   * @param coordinates The function coordinates.
   * @param gradient The function gradient.
   */
  void Gradient(const arma::mat& coordinates, arma::mat& gradient) const;

 private:
  arma::mat initialPoint;

  size_t n;

  arma::Row<size_t> visitationOrder;
};

} // namespace test
} // namespace optimization
} // namespace mlpack

#endif // MLPACK_CORE_OPTIMIZERS_PROBLEMS_GENERALIZED_ROSENBROCK_FUNCTION_HPP