IGLib
1.7.2
The IGLib base library EXTENDED - with other lilbraries and applications.
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The generalized Rosenbrock's unconstrained optimization problem in arbitrary dimensions Dim >= 2. More...
Properties | |
override ScalarFunctionBase | ObjectiveFunction [get, protected set] |
The scalar function object that can perform evaluation of the Rosenbrock function and eventually its derivatives. More... | |
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object | Lock [get] |
override int | NumObjectives [get, set] |
Number of objectives. More... | |
override int | NumConstraints [get, set] |
Number of constraints. More... | |
virtual ScalarFunctionBase | ObjectiveFunction [get, protected set] |
The scalar function object that can perform evaluation of the Rosenbrock function and eventually its derivatives. More... | |
![]() | |
object | Lock [get] |
virtual int | NumParameters [get, set] |
Number of parameters. More... | |
virtual int | NumObjectives [get, set] |
Number of objective functions (normally 1 for this type, but can be 0). More... | |
virtual int | NumConstraints [get, set] |
Number of constraints. More... | |
virtual int | NumEqualityConstraints [get, set] |
Number of equality constraints. More... | |
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int | NumParameters [get, set] |
Number of parameters. More... | |
int | NumObjectives [get, set] |
Number of objective functions (normally 1 for this type, but can be 0). More... | |
int | NumConstraints [get, set] |
Number of constraints. More... | |
int | NumEqualityConstraints [get, set] |
Number of equality constraints. More... | |
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object | Lock [get] |
Additional Inherited Members | |
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override void | Analyse (IAnalysisResults analysisData) |
Performs the direct analysis, i.e. calculation of the response functions of the optimization problem. More... | |
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ScalarFunctionBase | _objectiveFunction |
IVector | _grad = null |
IMatrix | _hess = null |
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int | _numParameters = -1 |
int | _numObjectives = -1 |
int | _numConstraints = -1 |
int | _numEqualityConstraints = -1 |
The generalized Rosenbrock's unconstrained optimization problem in arbitrary dimensions Dim >= 2.
f(x,y) = Sum[i=0...N-2]{(1-x_{i})^2 + 100 * (x_{i+1}-x_{i}^2)^2}
This is one of the generalizations of the 2D Rosenbrock function.
Moved from stand-alone class, now nested in the ScalarFunctionExamples class.
See also:
I. Grešovnik: Test functions for Unconstrained Minimization, Igor's internal report.
Definition at AlgLib page: http://www.alglib.net/optimization/lbfgsandcg.php#header4
Definition at Wikipedia: http://en.wikipedia.org/wiki/Rosenbrock_function#Multidimensional_generalisations
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getprotected set |
The scalar function object that can perform evaluation of the Rosenbrock function and eventually its derivatives.