sgpp::optimization::ScalarFunctionGradient Class Reference

Abstract base class for scalar-valued functions \(f\colon [0, 1]^d \to \mathbb{R}\) together with their gradients \(\nabla f\colon [0, 1]^d \to \mathbb{R}^d\) (e.g., gradients of objective functions in optimization). More...

#include <ScalarFunctionGradient.hpp>

Inheritance diagram for sgpp::optimization::ScalarFunctionGradient:

Public Member Functions
virtual void	clone (std::unique_ptr< ScalarFunctionGradient > &clone) const =0
	Pure virtual method for cloning the gradient. More...
virtual double	eval (const base::DataVector &x, base::DataVector &gradient)=0
	Pure virtual method for calculating \(f(\vec{x})\) together with \(\nabla f(\vec{x})\). More...
size_t	getNumberOfParameters () const
	ScalarFunctionGradient (size_t d)
	Constructor. More...
virtual	~ScalarFunctionGradient ()
	Destructor. More...

Protected Attributes
size_t	d
	dimension of the domain More...

Detailed Description

Abstract base class for scalar-valued functions \(f\colon [0, 1]^d \to \mathbb{R}\) together with their gradients \(\nabla f\colon [0, 1]^d \to \mathbb{R}^d\) (e.g., gradients of objective functions in optimization).

Constructor & Destructor Documentation

ScalarFunctionGradient()

sgpp::optimization::ScalarFunctionGradient::ScalarFunctionGradient ( size_t  d )

inlineexplicit

Constructor.

Parameters

d	dimension of the domain

~ScalarFunctionGradient()

virtual sgpp::optimization::ScalarFunctionGradient::~ScalarFunctionGradient ( )

inlinevirtual

Destructor.

References eval().

Member Function Documentation

clone()

virtual void sgpp::optimization::ScalarFunctionGradient::clone ( std::unique_ptr< ScalarFunctionGradient > &  clone ) const

pure virtual

Pure virtual method for cloning the gradient.

It should generate a pointer to the cloned object and it's used for parallel computations (the eval() method might not be thread-safe).

Parameters

[out]

clone

pointer to cloned object

Implemented in sgpp::optimization::ComponentScalarFunctionGradient, sgpp::optimization::InterpolantScalarFunctionGradient, and sgpp::optimization::WrapperScalarFunctionGradient.

Referenced by sgpp::optimization::optimizer::AdaptiveGradientDescent::AdaptiveGradientDescent(), sgpp::optimization::optimizer::AugmentedLagrangian::AugmentedLagrangian(), sgpp::optimization::optimizer::BFGS::BFGS(), getNumberOfParameters(), sgpp::optimization::optimizer::GradientDescent::GradientDescent(), sgpp::optimization::optimizer::LogBarrier::LogBarrier(), sgpp::optimization::optimizer::NLCG::NLCG(), sgpp::optimization::optimizer::Rprop::Rprop(), and sgpp::optimization::optimizer::SquaredPenalty::SquaredPenalty().

eval()

virtual double sgpp::optimization::ScalarFunctionGradient::eval ( const base::DataVector &  x, base::DataVector &  gradient  )

pure virtual

Pure virtual method for calculating \(f(\vec{x})\) together with \(\nabla f(\vec{x})\).

Parameters

	x	evaluation point \(\vec{x} \in [0, 1]^d\)
[out]	gradient	gradient \(\nabla f(\vec{x}) \in \mathbb{R}^d\)

Returns

\(f(\vec{x})\)

Implemented in sgpp::optimization::ComponentScalarFunctionGradient, sgpp::optimization::InterpolantScalarFunctionGradient, and sgpp::optimization::WrapperScalarFunctionGradient.

Referenced by sgpp::optimization::ComponentScalarFunctionGradient::eval(), and ~ScalarFunctionGradient().

getNumberOfParameters()

size_t sgpp::optimization::ScalarFunctionGradient::getNumberOfParameters ( ) const

inline

Returns

dimension \(d\) of the domain

References clone(), and d.

Member Data Documentation

d

size_t sgpp::optimization::ScalarFunctionGradient::d

protected

dimension of the domain

Referenced by sgpp::optimization::WrapperScalarFunctionGradient::clone(), sgpp::optimization::InterpolantScalarFunctionGradient::eval(), and getNumberOfParameters().

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

• optimization/src/sgpp/optimization/function/scalar/ScalarFunctionGradient.hpp