sgpp::optimization::test_problems::RosenbrockObjective Class Reference

Rosenbrock objective function. More...

#include <Rosenbrock.hpp>

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

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::DataVector &	getDisplacement () 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

RosenbrockObjective()

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

explicit

Constructor.

Parameters

d	dimension of the domain

Referenced by clone().

~RosenbrockObjective()

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

override

Destructor.

Member Function Documentation

clone()

void sgpp::optimization::test_problems::RosenbrockObjective::clone ( std::unique_ptr< ScalarFunction > &  clone ) const

overridevirtual

Parameters

[out]

clone

pointer to cloned object

Implements sgpp::optimization::ScalarFunction.

References RosenbrockObjective().

evalUndisplaced()

double sgpp::optimization::test_problems::RosenbrockObjective::evalUndisplaced ( const base::DataVector &  x )

overridevirtual

Parameters

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

Returns

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

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

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

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

• optimization/src/sgpp/optimization/test_problems/unconstrained/Rosenbrock.hpp
• optimization/src/sgpp/optimization/test_problems/unconstrained/Rosenbrock.cpp