IGLib
1.7.2
The IGLib base library EXTENDED - with other lilbraries and applications.
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Test class for the old version of AlgLib algorithms that were not under GPL. More...
Public Member Functions | |
void | TestLbfgsAlglibOld () |
Test method for the old version of AlgLib algorithms that were not under GPL. More... | |
void | TestLbfgsAlglibOld (int dim) |
Test method for the old version of AlgLib algorithms that were not under GPL. More... | |
Additional Inherited Members | |
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int | _outputLevel = DefaultOutputLevel |
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static int | _defaultOutputLevel = 1 |
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static int | DefaultOutputLevel [get, set] |
int | OutputLevel [get, set] |
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inline |
Test method for the old version of AlgLib algorithms that were not under GPL.
References IG.Num.IScalarFunctionUntransformed.Gradient(), IG.Num.m, AlgLib.lbfgs.minlbfgs(), AlgLib.lbfgs.minlbfgsiteration(), IG.Num.ScalarFunctionUntransformedBase.NumericalGradientForwardPlain(), and IG.Num.IScalarFunctionUntransformed.Value().
Referenced by IG.Script.Script_Numeric.TestOptAlglib().
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inline |
Test method for the old version of AlgLib algorithms that were not under GPL.
dim | Dimension of parameter space. |
The generalized Rosenbrock function is minimized.
Function has global minimum at {1, 1, 1, ...}, but can have several local minima for dimensions greater than 3.
For dimensions up to 7, eventual non-global local minima can be at {-1, 1, 1, ...}.
References IG.Num.IScalarFunctionUntransformed.Gradient(), IG.Num.m, AlgLib.lbfgs.minlbfgs(), AlgLib.lbfgs.minlbfgsiteration(), IG.Num.IVector.SetConstant(), IG.Num.IVector.ToString(), and IG.Num.IScalarFunctionUntransformed.Value().