Optimist::TestSet::Rosenbrock< Real, N > Class Template Reference

Class container for the extended Rosenbrock function. More...

#include <Rosenbrock.hh>

Inherits Optimist::Function< Real, N, N, Rosenbrock< Real, N > >.

Public Member Functions
	Rosenbrock ()
std::string	name_impl () const
bool	evaluate_impl (InputVector const &x, OutputVector &out) const
bool	first_derivative_impl (InputVector const &x, Matrix &out) const
bool	second_derivative_impl (InputVector const &, Tensor &out) const
Public Member Functions inherited from Optimist::Function< Real, N, N, Rosenbrock< Real, N > >
	Function ()
std::string	name () const
bool	evaluate (const InputVector &x, OutputVector &out) const
bool	jacobian (const InputVector &x, Matrix &out) const
bool	hessian (const InputVector &x, Tensor &out) const
Public Member Functions inherited from Optimist::FunctionBase< Real, N, M, Rosenbrock< Real, N >, false >
	FunctionBase ()
std::string	name () const
bool	evaluate (const InputType &x, OutputType &out) const
bool	first_derivative (const InputType &x, FirstDerivativeType &out) const
bool	second_derivative (const InputType &x, SecondDerivativeType &out) const
constexpr Integer	input_dimension () const
constexpr Integer	output_dimension () const
const std::vector< InputType > &	solutions () const
const std::vector< InputType > &	guesses () const
const InputType &	solution (Integer const i) const
const InputType &	guess (Integer const i) const
bool	is_solution (const InputType &x, Real const tol=EPSILON_LOW) const

Additional Inherited Members
Public Types inherited from Optimist::Function< Real, N, N, Rosenbrock< Real, N > >
using	InputVector
using	OutputVector
using	Matrix
using	Tensor
Public Types inherited from Optimist::FunctionBase< Real, N, M, Rosenbrock< Real, N >, false >
using	InputType
using	OutputType
using	FirstDerivativeType
using	SecondDerivativeType
Protected Attributes inherited from Optimist::FunctionBase< Real, N, M, Rosenbrock< Real, N >, false >
std::vector< InputType >	m_solutions
std::vector< InputType >	m_guesses

Detailed Description

template<typename Real, Integer N>
class Optimist::TestSet::Rosenbrock< Real, N >

Class container for the extended Rosenbrock function, which defined as:

\[\mathbf{f}(\mathbf{x}) = \begin{bmatrix} 10(x_2 - x_1^2) \\ 1 - x_1 \\ 10(x_4 - x_3^2) \\ 1 - x_3 \\ \vdots \\ 10(x_N - x_{N-1}^2) \\ 1 - x_{N-1} \end{bmatrix} \text{.} \]

The function has one solution at \(\mathbf{x} = [1, \dots 1]^\top\), with \(f(\mathbf{x}) = 0\). The initial guess is \(x_i = [-1.2, 1, -1.2, 1, \dots, -1.2, 1]^\top\).

Template Parameters

Real	Scalar number type.
N	Dimension of the function.

Constructor & Destructor Documentation

Rosenbrock()

template<typename Real, Integer N>

Optimist::TestSet::Rosenbrock< Real, N >::Rosenbrock ( )

inline

Class constructor for the extended Rosenbrock function.

Member Function Documentation

evaluate_impl()

template<typename Real, Integer N>

bool Optimist::TestSet::Rosenbrock< Real, N >::evaluate_impl ( InputVector const & x, OutputVector & out ) const

inline

Compute the function value at the input point.

Parameters

[in]	x	Input point.
[out]	out	The function value.

Returns

The boolean flag for successful evaluation.

first_derivative_impl()

template<typename Real, Integer N>

bool Optimist::TestSet::Rosenbrock< Real, N >::first_derivative_impl ( InputVector const & x, Matrix & out ) const

inline

Compute the first derivative value at the input point.

Parameters

[in]	x	Input point.
[out]	out	The first derivative value.

Returns

The boolean flag for successful evaluation.

name_impl()

template<typename Real, Integer N>

std::string Optimist::TestSet::Rosenbrock< Real, N >::name_impl ( ) const

inline

Get the function name.

Returns

The function name.

second_derivative_impl()

template<typename Real, Integer N>

bool Optimist::TestSet::Rosenbrock< Real, N >::second_derivative_impl ( InputVector const & , Tensor & out ) const

inline

Compute the second derivative value at the input point.

Parameters

[in]	x	Input point.
[out]	out	The second derivative value.

Returns

The boolean flag for successful evaluation.

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

• include/Optimist/TestSet/Rosenbrock.hh