IGLib
1.7.2
The IGLib base library EXTENDED - with other lilbraries and applications.
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The Rosenbrock's unconstrained optimization problem (2D). More...
Public Member Functions | |
override void | Analyse (IAnalysisResults analysisData) |
Performs the direct analysis, i.e. calculation of the response functions of the optimization problem. More... | |
Protected Attributes | |
ScalarFunctionBase | _objectiveFunction |
IVector | _grad = null |
IMatrix | _hess = null |
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int | _numParameters = -1 |
int | _numObjectives = -1 |
int | _numConstraints = -1 |
int | _numEqualityConstraints = -1 |
Properties | |
override int | NumParameters [get, set] |
Number of parameters. More... | |
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... | |
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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] |
The Rosenbrock's unconstrained optimization problem (2D).
min f(x) = f(x,y) = (1-x)^2 + 100 * (y-x^2)^2
Unique local minimum:
x = 1, y = 1, f(x, y) = 0.
This function is often used for testing optimization algorithms due to the banana - like shape of its contours.
On Wikipedia: http://en.wikipedia.org/wiki/Rosenbrock_function
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inline |
Performs the direct analysis, i.e. calculation of the response functions of the optimization problem.
analysisData | Object that contains analysis request data and where analysis results are stored. |
Implements IG.Num.IAnalysis.
References IG.Num.IAnalysisResults.CalculatedConstraintGradients, IG.Num.IAnalysisResults.CalculatedConstraintHessians, IG.Num.IAnalysisResults.CalculatedConstraints, IG.Num.IAnalysisResults.CalculatedObjective, IG.Num.IAnalysisResults.CalculatedObjectiveGradient, IG.Num.IAnalysisResults.CalculatedObjectiveHessian, IG.Num.IAnalysisResults.ErrorCode, IG.Num.IAnalysisResults.ErrorString, IG.Num.IAnalysisResults.Objective, IG.Num.IAnalysisResults.ObjectiveGradient, IG.Num.IAnalysisResults.ObjectiveHessian, IG.Num.IAnalysisResults.Parameters, IG.Num.IAnalysisResults.PrepareResultStorage(), IG.Num.IAnalysisResults.ReqConstraintGradients, IG.Num.IAnalysisResults.ReqConstraintHessians, IG.Num.IAnalysisResults.ReqConstraints, IG.Num.IAnalysisResults.ReqObjective, IG.Num.IAnalysisResults.ReqObjectiveGradient, and IG.Num.IAnalysisResults.ReqObjectiveHessian.
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getset |
Number of parameters.
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getset |
Number of objectives.
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getset |
Number of constraints.
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getprotected set |
The scalar function object that can perform evaluation of the Rosenbrock function and eventually its derivatives.