mlpack
2.2.5
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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...
Public Member Functions | |
WoodFunction () | |
double | Evaluate (const arma::mat &coordinates) |
const arma::mat & | GetInitialPoint () const |
void | Gradient (const arma::mat &coordinates, arma::mat &gradient) |
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 83 of file test_functions.hpp.
WoodFunction | ( | ) |
double Evaluate | ( | const arma::mat & | coordinates | ) |
const arma::mat& GetInitialPoint | ( | ) | const |
void Gradient | ( | const arma::mat & | coordinates, |
arma::mat & | gradient | ||
) |