MathUtils::Rosenbrock Class Reference

Rosenbrock function functor (for testing optimization). f(x,y) = (a - x)^2 + b*(y - x^2)^2 Default: a = 1, b = 100 Global minimum at (a, a^2) = (1, 1) with f = 0. More...

#include <MathUtils_FunctorVector.hxx>

Public Member Functions
	Rosenbrock (double theA=1.0, double theB=100.0)
	Constructor with parameters.
bool	Value (const math_Vector &theX, double &theY) const
	Evaluates the Rosenbrock function.
bool	Gradient (const math_Vector &theX, math_Vector &theG) const
	Evaluates the gradient of the Rosenbrock function.
bool	Values (const math_Vector &theX, double &theY, math_Vector &theG) const
	Evaluates both value and gradient.

Detailed Description

Rosenbrock function functor (for testing optimization). f(x,y) = (a - x)^2 + b*(y - x^2)^2 Default: a = 1, b = 100 Global minimum at (a, a^2) = (1, 1) with f = 0.

Usage:

Rosenbrock aRosen;  // Default a=1, b=100
math_Vector aStart(1, 2);
aStart(1) = -1.0; aStart(2) = 1.0;
auto aResult = MathOpt::BFGS(aRosen, aStart);
// Should converge to (1, 1)

Constructor & Destructor Documentation

Rosenbrock()

MathUtils::Rosenbrock::Rosenbrock ( double theA = 1.0, double theB = 100.0 )

inline

Constructor with parameters.

Parameters

theA	parameter a (default 1.0)
theB	parameter b (default 100.0)

Member Function Documentation

Gradient()

bool MathUtils::Rosenbrock::Gradient ( const math_Vector & theX, math_Vector & theG ) const

inline

Evaluates the gradient of the Rosenbrock function.

Parameters

[in]	theX	input vector
[out]	theG	gradient vector

Returns

true if evaluation succeeded

Value()

bool MathUtils::Rosenbrock::Value ( const math_Vector & theX, double & theY ) const

inline

Evaluates the Rosenbrock function.

Parameters

[in]	theX	input vector (must have length 2)
[out]	theY	function value

Returns

true if evaluation succeeded

Values()

bool MathUtils::Rosenbrock::Values ( const math_Vector & theX, double & theY, math_Vector & theG ) const

inline

Evaluates both value and gradient.

Parameters

[in]	theX	input vector
[out]	theY	function value
[out]	theG	gradient vector

Returns

true if evaluation succeeded

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

• MathUtils_FunctorVector.hxx