sgpp::optimization::WrapperVectorFunctionHessian Class Reference

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

#include <WrapperVectorFunctionHessian.hpp>

Inheritance diagram for sgpp::optimization::WrapperVectorFunctionHessian:

Public Types
typedef std::function< void(const base::DataVector &, base::DataVector &, base::DataMatrix &, std::vector< base::DataMatrix > &)>	FunctionHessianEvalType

Public Member Functions
void	clone (std::unique_ptr< VectorFunctionHessian > &clone) const override
void	eval (const base::DataVector &x, base::DataVector &value, base::DataMatrix &gradient, std::vector< base::DataMatrix > &hessian) override
	WrapperVectorFunctionHessian (size_t d, size_t m, FunctionHessianEvalType fHessian)
	Constructor. More...
	~WrapperVectorFunctionHessian () override
	Destructor. More...
Public Member Functions inherited from sgpp::optimization::VectorFunctionHessian
size_t	getNumberOfComponents () const
size_t	getNumberOfParameters () const
	VectorFunctionHessian (size_t d, size_t m)
	Constructor. More...
virtual	~VectorFunctionHessian ()
	Destructor. More...

Protected Attributes
FunctionHessianEvalType	fHessian
	function Hessian to be wrapped More...
Protected Attributes inherited from sgpp::optimization::VectorFunctionHessian
size_t	d
	dimension of the domain More...
size_t	m
	number of components More...

Detailed Description

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

Member Typedef Documentation

FunctionHessianEvalType

typedef std::function<void(const base::DataVector&, base::DataVector&, base::DataMatrix&, std::vector<base::DataMatrix>&)> sgpp::optimization::WrapperVectorFunctionHessian::FunctionHessianEvalType

Constructor & Destructor Documentation

WrapperVectorFunctionHessian()

sgpp::optimization::WrapperVectorFunctionHessian::WrapperVectorFunctionHessian ( size_t  d, size_t  m, FunctionHessianEvalType  fHessian  )

inline

Constructor.

Parameters

d	dimension of the domain
m	number of components
fHessian	function gradient to be wrapped

Referenced by clone().

~WrapperVectorFunctionHessian()

sgpp::optimization::WrapperVectorFunctionHessian::~WrapperVectorFunctionHessian ( )

inlineoverride

Destructor.

Member Function Documentation

clone()

void sgpp::optimization::WrapperVectorFunctionHessian::clone ( std::unique_ptr< VectorFunctionHessian > &  clone ) const

inlineoverridevirtual

Parameters

[out]

clone

pointer to cloned object

Implements sgpp::optimization::VectorFunctionHessian.

References sgpp::optimization::VectorFunctionHessian::d, fHessian, sgpp::optimization::VectorFunctionHessian::m, and WrapperVectorFunctionHessian().

eval()

void sgpp::optimization::WrapperVectorFunctionHessian::eval ( const base::DataVector &  x, base::DataVector &  value, base::DataMatrix &  gradient, std::vector< base::DataMatrix > &  hessian  )

inlineoverridevirtual

Parameters

[in]	x	evaluation point \(\vec{x} \in [0, 1]^d\)
[out]	value	\(g(\vec{x})\)
[out]	gradient	Jacobian \(\nabla g(\vec{x}) \in \mathbb{R}^{m \times d}\)
[out]	hessian	\(m\)-vector of Hessians \(\nabla^2 g_i(\vec{x}) \in \mathbb{R}^{d \times d}\)

Implements sgpp::optimization::VectorFunctionHessian.

References fHessian.

Member Data Documentation

fHessian

FunctionHessianEvalType sgpp::optimization::WrapperVectorFunctionHessian::fHessian

protected

function Hessian to be wrapped

Referenced by clone(), and eval().

---

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

• optimization/src/sgpp/optimization/function/vector/WrapperVectorFunctionHessian.hpp