mlpack
2.2.5
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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 |
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.
AugLagrangianTestFunction | ( | const arma::mat & | initial_point | ) |
double Evaluate | ( | const arma::mat & | coordinates | ) |
double EvaluateConstraint | ( | const size_t | index, |
const arma::mat & | coordinates | ||
) |
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inline |
Definition at line 44 of file aug_lagrangian_test_functions.hpp.
void Gradient | ( | const arma::mat & | coordinates, |
arma::mat & | gradient | ||
) |
void GradientConstraint | ( | const size_t | index, |
const arma::mat & | coordinates, | ||
arma::mat & | gradient | ||
) |
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inline |
Definition at line 37 of file aug_lagrangian_test_functions.hpp.