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sgpp::optimization::WrapperScalarFunctionHessian Class Reference

Implementation of ScalarFunctionHessian that wraps a std::function object. More...

#include <WrapperScalarFunctionHessian.hpp>

Inheritance diagram for sgpp::optimization::WrapperScalarFunctionHessian:
sgpp::optimization::ScalarFunctionHessian

Public Types

typedef std::function< double(const
base::DataVector
&, base::DataVector
&, base::DataMatrix &)> 
FunctionHessianEvalType
 

Public Member Functions

void clone (std::unique_ptr< ScalarFunctionHessian > &clone) const override
 
double eval (const base::DataVector &x, base::DataVector &gradient, base::DataMatrix &hessian) override
 
 WrapperScalarFunctionHessian (size_t d, FunctionHessianEvalType fHessian)
 Constructor. More...
 
 ~WrapperScalarFunctionHessian () override
 Destructor. More...
 
- Public Member Functions inherited from sgpp::optimization::ScalarFunctionHessian
size_t getNumberOfParameters () const
 
 ScalarFunctionHessian (size_t d)
 Constructor. More...
 
virtual ~ScalarFunctionHessian ()
 Destructor. More...
 

Protected Attributes

FunctionHessianEvalType fHessian
 function Hessian to be wrapped More...
 
- Protected Attributes inherited from sgpp::optimization::ScalarFunctionHessian
size_t d
 dimension of the domain More...
 

Detailed Description

Implementation of ScalarFunctionHessian that wraps a std::function object.

Member Typedef Documentation

Constructor & Destructor Documentation

sgpp::optimization::WrapperScalarFunctionHessian::WrapperScalarFunctionHessian ( size_t  d,
FunctionHessianEvalType  fHessian 
)
inline

Constructor.

Parameters
ddimension of the domain
fHessianfunction gradient to be wrapped

Referenced by clone().

sgpp::optimization::WrapperScalarFunctionHessian::~WrapperScalarFunctionHessian ( )
inlineoverride

Destructor.

Member Function Documentation

void sgpp::optimization::WrapperScalarFunctionHessian::clone ( std::unique_ptr< ScalarFunctionHessian > &  clone) const
inlineoverridevirtual
double sgpp::optimization::WrapperScalarFunctionHessian::eval ( const base::DataVector x,
base::DataVector gradient,
base::DataMatrix hessian 
)
inlineoverridevirtual
Parameters
xevaluation point \(\vec{x} \in [0, 1]^d\)
[out]gradientgradient \(\nabla f(\vec{x}) \in \mathbb{R}^d\)
[out]hessianHessian matrix \(H_f(\vec{x}) \in \mathbb{R}^{d \times d}\)
Returns
\(f(\vec{x})\)

Implements sgpp::optimization::ScalarFunctionHessian.

References fHessian.

Member Data Documentation

FunctionHessianEvalType sgpp::optimization::WrapperScalarFunctionHessian::fHessian
protected

function Hessian to be wrapped

Referenced by clone(), and eval().


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