SG++
sgpp::optimization::test_problems::RosenbrockObjective Class Reference

Rosenbrock objective function. More...

#include <Rosenbrock.hpp>

Inheritance diagram for sgpp::optimization::test_problems::RosenbrockObjective:
sgpp::optimization::test_problems::TestScalarFunction sgpp::optimization::ScalarFunction

Public Member Functions

void clone (std::unique_ptr< ScalarFunction > &clone) const override
 
double evalUndisplaced (const base::DataVector &x) override
 
 RosenbrockObjective (size_t d)
 Constructor. More...
 
 ~RosenbrockObjective () override
 Destructor. More...
 
- Public Member Functions inherited from sgpp::optimization::test_problems::TestScalarFunction
double eval (const base::DataVector &x) override
 Evaluate displaced function. More...
 
const base::DataVectorgetDisplacement () const
 
void setDisplacement (const base::DataVector &displacement)
 
 TestScalarFunction (size_t d)
 Constructor. More...
 
 ~TestScalarFunction () override
 Destructor. More...
 
- Public Member Functions inherited from sgpp::optimization::ScalarFunction
size_t getNumberOfParameters () const
 
 ScalarFunction (size_t d)
 Constructor. More...
 
virtual ~ScalarFunction ()
 Destructor. More...
 

Additional Inherited Members

- Protected Attributes inherited from sgpp::optimization::test_problems::TestScalarFunction
base::DataVector displacement
 displacement vector More...
 
base::DataVector xTmp
 temporary vector for displacing More...
 
- Protected Attributes inherited from sgpp::optimization::ScalarFunction
size_t d
 dimension of the domain More...
 

Detailed Description

Rosenbrock objective function.

Definition:

\[\bar{f}(\bar{\vec{x}}) := \sum_{t=1}^{d-1} \left(100 (\bar{x}_{t+1} - \bar{x}_t^2)^2 + (1 - \bar{x}_t)^2\right)\]

Constructor & Destructor Documentation

sgpp::optimization::test_problems::RosenbrockObjective::RosenbrockObjective ( size_t  d)
explicit

Constructor.

Parameters
ddimension of the domain

Referenced by clone().

sgpp::optimization::test_problems::RosenbrockObjective::~RosenbrockObjective ( )
override

Destructor.

Member Function Documentation

void sgpp::optimization::test_problems::RosenbrockObjective::clone ( std::unique_ptr< ScalarFunction > &  clone) const
overridevirtual
Parameters
[out]clonepointer to cloned object

Implements sgpp::optimization::ScalarFunction.

References RosenbrockObjective().

double sgpp::optimization::test_problems::RosenbrockObjective::evalUndisplaced ( const base::DataVector x)
overridevirtual
Parameters
xpoint \(\vec{x} \in [0, 1]^d\)
Returns
\(f(\vec{x})\)

Implements sgpp::optimization::test_problems::TestScalarFunction.

References sgpp::optimization::ScalarFunction::d.


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