sgpp::optimization::test_problems::G03 Class Reference

G03 constrained test problem. More...

#include <G03.hpp>

Inheritance diagram for sgpp::optimization::test_problems::G03:

Public Member Functions
	G03 (size_t d)
	Constructor. More...
TestVectorFunction &	getEqualityConstraintFunction () override
TestVectorFunction &	getInequalityConstraintFunction () override
TestScalarFunction &	getObjectiveFunction () override
double	getOptimalPointUndisplaced (base::DataVector &x) override
	~G03 () override
	Destructor. More...
Public Member Functions inherited from sgpp::optimization::test_problems::ConstrainedTestProblem
	ConstrainedTestProblem (size_t d)
	Constructor. More...
void	generateDisplacement ()
	Generate normally distributed pseudorandom displacement with default standard deviation. More...
void	generateDisplacement (double stdDev)
	Generate normally distributed pseudorandom displacement. More...
const base::DataVector &	getDisplacement () const
double	getOptimalPoint (base::DataVector &x)
	Returns the minimal point of the displaced function. More...
void	setDisplacement (const base::DataVector &displacement)
	Returns the displacement vector. More...
virtual	~ConstrainedTestProblem ()
	Destructor. More...

Protected Attributes
G03Objective	f
	objective function More...
G03InequalityConstraint	g
	inequality constraint function More...
G03EqualityConstraint	h
	equality constraint function More...
Protected Attributes inherited from sgpp::optimization::test_problems::ConstrainedTestProblem
size_t	d
	number of parameters More...
base::DataVector	displacement
	displacement vector More...

Additional Inherited Members
Static Public Attributes inherited from sgpp::optimization::test_problems::ConstrainedTestProblem
static constexpr double	DEFAULT_STANDARD_DEVIATION = 0.01
	default standard deviation for the displacement vector More...
Protected Member Functions inherited from sgpp::optimization::test_problems::ConstrainedTestProblem
virtual bool	isDisplacementFeasible ()
	Checks if the current displacement is ok for the specific objective function. More...

Detailed Description

G03 constrained test problem.

• Number of parameters: \(d\)
• Number of inequality constraints: 0
• Number of equality constraints: 1
• Domain: \(\bar{\vec{x}} \in [0, 1]^d\)
• Optimal point: \(\bar{\vec{x}}_{\text{opt}} = d^{-1/2} \cdot \vec{1}\)
• Optimal function value: \(\bar{f}(\bar{\vec{x}}_{\text{opt}}) = -d^{-d/2}\)

Constructor & Destructor Documentation

G03()

sgpp::optimization::test_problems::G03::G03 ( size_t  d )

explicit

Constructor.

Parameters

d	number of parameters

~G03()

sgpp::optimization::test_problems::G03::~G03 ( )

override

Destructor.

Member Function Documentation

getEqualityConstraintFunction()

TestVectorFunction & sgpp::optimization::test_problems::G03::getEqualityConstraintFunction ( )

overridevirtual

Returns

equality constraint function of the test problem

Implements sgpp::optimization::test_problems::ConstrainedTestProblem.

References h.

getInequalityConstraintFunction()

TestVectorFunction & sgpp::optimization::test_problems::G03::getInequalityConstraintFunction ( )

overridevirtual

Returns

inequality function of the test problem

Implements sgpp::optimization::test_problems::ConstrainedTestProblem.

References g.

getObjectiveFunction()

TestScalarFunction & sgpp::optimization::test_problems::G03::getObjectiveFunction ( )

overridevirtual

Returns

objective function of the test problem

Implements sgpp::optimization::test_problems::ConstrainedTestProblem.

References f.

getOptimalPointUndisplaced()

double sgpp::optimization::test_problems::G03::getOptimalPointUndisplaced ( base::DataVector &  x )

overridevirtual

Parameters

[out]

x

minimal point \(\vec{x}_\opt \in [0, 1]^d\)

Returns

minimal function value \(f(\vec{x}_\opt)\)

Implements sgpp::optimization::test_problems::ConstrainedTestProblem.

References sgpp::optimization::test_problems::ConstrainedTestProblem::d, sgpp::combigrid::pow(), and sgpp::base::DataVector::setAll().

Member Data Documentation

f

G03Objective sgpp::optimization::test_problems::G03::f

protected

objective function

Referenced by getObjectiveFunction().

g

G03InequalityConstraint sgpp::optimization::test_problems::G03::g

protected

inequality constraint function

Referenced by getInequalityConstraintFunction().

h

G03EqualityConstraint sgpp::optimization::test_problems::G03::h

protected

equality constraint function

Referenced by getEqualityConstraintFunction().

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

• optimization/src/sgpp/optimization/test_problems/constrained/G03.hpp
• optimization/src/sgpp/optimization/test_problems/constrained/G03.cpp