mlpack::optimization::test::WoodFunction Class Reference

The Wood function, defined by f(x) = f1(x) + f2(x) + f3(x) + f4(x) + f5(x) + f6(x) f1(x) = 100 (x2 - x1^2)^2 f2(x) = (1 - x1)^2 f3(x) = 90 (x4 - x3^2)^2 f4(x) = (1 - x3)^2 f5(x) = 10 (x2 + x4 - 2)^2 f6(x) = (1 / 10) (x2 - x4)^2 x_0 = [-3, -1, -3, -1]. More...

List of all members.

Public Member Functions

 WoodFunction ()
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 Wood function, defined by f(x) = f1(x) + f2(x) + f3(x) + f4(x) + f5(x) + f6(x) f1(x) = 100 (x2 - x1^2)^2 f2(x) = (1 - x1)^2 f3(x) = 90 (x4 - x3^2)^2 f4(x) = (1 - x3)^2 f5(x) = 10 (x2 + x4 - 2)^2 f6(x) = (1 / 10) (x2 - x4)^2 x_0 = [-3, -1, -3, -1].

This should optimize to f(x) = 0, at x = [1, 1, 1, 1].

"A comparative study of nonlinear programming codes." A.R. Colville. 1968. Rep. 320-2949, IBM N.Y. Scientific Center.

Definition at line 93 of file test_functions.hpp.


Constructor & Destructor Documentation

mlpack::optimization::test::WoodFunction::WoodFunction (  ) 

Member Function Documentation

double mlpack::optimization::test::WoodFunction::Evaluate ( const arma::mat &  coordinates  ) 
const arma::mat& mlpack::optimization::test::WoodFunction::GetInitialPoint (  )  const
void mlpack::optimization::test::WoodFunction::Gradient ( const arma::mat &  coordinates,
arma::mat &  gradient 
)

Member Data Documentation

Definition at line 104 of file test_functions.hpp.


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

Generated on 13 Aug 2014 for MLPACK by  doxygen 1.6.1