sgpp::optimization::WrapperScalarFunctionHessian Class Reference

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

#include <WrapperScalarFunctionHessian.hpp>

Inheritance diagram for sgpp::optimization::WrapperScalarFunctionHessian:

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

FunctionHessianEvalType

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

Constructor & Destructor Documentation

WrapperScalarFunctionHessian()

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

inline

Constructor.

Parameters

d	dimension of the domain
fHessian	function gradient to be wrapped

Referenced by clone().

~WrapperScalarFunctionHessian()

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

inlineoverride

Destructor.

Member Function Documentation

clone()

void sgpp::optimization::WrapperScalarFunctionHessian::clone ( std::unique_ptr< ScalarFunctionHessian > &  clone ) const

inlineoverridevirtual

Parameters

[out]

clone

pointer to cloned object

Implements sgpp::optimization::ScalarFunctionHessian.

References sgpp::optimization::ScalarFunctionHessian::d, fHessian, and WrapperScalarFunctionHessian().

eval()

double sgpp::optimization::WrapperScalarFunctionHessian::eval ( const base::DataVector &  x, base::DataVector &  gradient, base::DataMatrix &  hessian  )

inlineoverridevirtual

Parameters

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

Returns

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

Implements sgpp::optimization::ScalarFunctionHessian.

References fHessian.

Member Data Documentation

fHessian

FunctionHessianEvalType sgpp::optimization::WrapperScalarFunctionHessian::fHessian

protected

function Hessian to be wrapped

Referenced by clone(), and eval().

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

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