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IG.Num.OptUnconstrained.ExampleRosenbrockGeneralizedExhaustive Class Reference

The generalized Rosenbrock's unconstrained optimization problem in arbitrary dimensions Dim >= 2. More...

+ Inheritance diagram for IG.Num.OptUnconstrained.ExampleRosenbrockGeneralizedExhaustive:
+ Collaboration diagram for IG.Num.OptUnconstrained.ExampleRosenbrockGeneralizedExhaustive:

Properties

override ScalarFunctionBase ObjectiveFunction [get, protected set]
 The scalar function object that can perform evaluation of the Rosenbrock function and eventually its derivatives. More...
 
- Properties inherited from IG.Num.OptUnconstrained.ExampleRosenbrockGeneralizedAdjacent
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...
 
- Properties inherited from IG.Num.AnalysisBase
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...
 
- Properties inherited from IG.Num.IAnalysis
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...
 
- Properties inherited from IG.Lib.ILockable
object Lock [get]
 

Additional Inherited Members

- Public Member Functions inherited from IG.Num.OptUnconstrained.ExampleRosenbrockGeneralizedAdjacent
override void Analyse (IAnalysisResults analysisData)
 Performs the direct analysis, i.e. calculation of the response functions of the optimization problem. More...
 
- Protected Attributes inherited from IG.Num.OptUnconstrained.ExampleRosenbrockGeneralizedAdjacent
ScalarFunctionBase _objectiveFunction
 
IVector _grad = null
 
IMatrix _hess = null
 
- Protected Attributes inherited from IG.Num.AnalysisBase
int _numParameters = -1
 
int _numObjectives = -1
 
int _numConstraints = -1
 
int _numEqualityConstraints = -1
 

Detailed Description

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

Property Documentation

override ScalarFunctionBase IG.Num.OptUnconstrained.ExampleRosenbrockGeneralizedExhaustive.ObjectiveFunction
getprotected set

The scalar function object that can perform evaluation of the Rosenbrock function and eventually its derivatives.


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