num_prob_collect::opt::random_multi_quadratic_function Class Reference

Class of multi-variate quadratic functions with random coefficients and optimal variables. More...

#include <num_prob_collect/opt/random_multi_quadratic_function.h>

Collaboration diagram for num_prob_collect::opt::random_multi_quadratic_function:

Public Types
using	hessian_type = Eigen::MatrixXd
	Type of Hessian.
using	value_type = double
	Type of function values.
using	variable_type = Eigen::VectorXd
	Type of variables.

Public Member Functions
	random_multi_quadratic_function (Eigen::VectorXd optimal_variable, Eigen::VectorXd coefficients)
	Constructor.
auto	coefficients () const noexcept -> const Eigen::VectorXd &
	Get the coefficients.
void	evaluate_on (const Eigen::VectorXd &variable) noexcept
	Evaluate function value on variable.
auto	gradient () const noexcept -> const Eigen::VectorXd &
	Get gradient.
auto	hessian () const noexcept -> const Eigen::MatrixXd &
	Get Hessian.
auto	optimal_variable () const noexcept -> const Eigen::VectorXd &
	Get the optimal variable.
auto	value () const noexcept -> const double &
	Get function value.

Private Attributes
Eigen::VectorXd	coefficients_
	Coefficients.
Eigen::VectorXd	diff_ {}
	Buffer of difference.
Eigen::VectorXd	grad_ {}
	Gradient.
Eigen::MatrixXd	hessian_ {}
	Hessian.
Eigen::VectorXd	optimal_variable_
	Optimal variable.
double	value_ {0.0}
	Function value.

Detailed Description

Class of multi-variate quadratic functions with random coefficients and optimal variables.

Definition at line 34 of file random_multi_quadratic_function.h.

Member Typedef Documentation

hessian_type

using num_prob_collect::opt::random_multi_quadratic_function::hessian_type = Eigen::MatrixXd

Type of Hessian.

Definition at line 41 of file random_multi_quadratic_function.h.

value_type

using num_prob_collect::opt::random_multi_quadratic_function::value_type = double

Type of function values.

Definition at line 39 of file random_multi_quadratic_function.h.

variable_type

using num_prob_collect::opt::random_multi_quadratic_function::variable_type = Eigen::VectorXd

Type of variables.

Definition at line 37 of file random_multi_quadratic_function.h.

Constructor & Destructor Documentation

random_multi_quadratic_function()

num_prob_collect::opt::random_multi_quadratic_function::random_multi_quadratic_function ( Eigen::VectorXd optimal_variable, Eigen::VectorXd coefficients )

inline

Constructor.

Parameters

[in]	optimal_variable	Optimal variable.
[in]	coefficients	Coefficients.

Definition at line 49 of file random_multi_quadratic_function.h.

Member Function Documentation

coefficients()

auto num_prob_collect::opt::random_multi_quadratic_function::coefficients ( ) const -> const Eigen::VectorXd&

inlinenodiscardnoexcept

Get the coefficients.

Returns

Coefficients.

Definition at line 111 of file random_multi_quadratic_function.h.

evaluate_on()

void num_prob_collect::opt::random_multi_quadratic_function::evaluate_on ( const Eigen::VectorXd & variable )

inlinenoexcept

Evaluate function value on variable.

Parameters

[in]

variable

Variable.

Definition at line 62 of file random_multi_quadratic_function.h.

gradient()

auto num_prob_collect::opt::random_multi_quadratic_function::gradient ( ) const -> const Eigen::VectorXd&

inlinenodiscardnoexcept

Get gradient.

Returns

Gradient.

Definition at line 83 of file random_multi_quadratic_function.h.

hessian()

auto num_prob_collect::opt::random_multi_quadratic_function::hessian ( ) const -> const Eigen::MatrixXd&

inlinenodiscardnoexcept

Get Hessian.

Returns

Hessian.

Definition at line 92 of file random_multi_quadratic_function.h.

optimal_variable()

auto num_prob_collect::opt::random_multi_quadratic_function::optimal_variable ( ) const -> const Eigen::VectorXd&

inlinenodiscardnoexcept

Get the optimal variable.

Returns

Optimal variable.

Definition at line 101 of file random_multi_quadratic_function.h.

value()

auto num_prob_collect::opt::random_multi_quadratic_function::value ( ) const -> const double&

inlinenodiscardnoexcept

Get function value.

Returns

Function value.

Definition at line 74 of file random_multi_quadratic_function.h.

Member Data Documentation

coefficients_

Eigen::VectorXd num_prob_collect::opt::random_multi_quadratic_function::coefficients_

private

Coefficients.

Definition at line 120 of file random_multi_quadratic_function.h.

diff_

Eigen::VectorXd num_prob_collect::opt::random_multi_quadratic_function::diff_ {}

private

Buffer of difference.

Definition at line 123 of file random_multi_quadratic_function.h.

grad_

Eigen::VectorXd num_prob_collect::opt::random_multi_quadratic_function::grad_ {}

private

Gradient.

Definition at line 129 of file random_multi_quadratic_function.h.

hessian_

Eigen::MatrixXd num_prob_collect::opt::random_multi_quadratic_function::hessian_ {}

private

Hessian.

Definition at line 132 of file random_multi_quadratic_function.h.

optimal_variable_

Eigen::VectorXd num_prob_collect::opt::random_multi_quadratic_function::optimal_variable_

private

Optimal variable.

Definition at line 117 of file random_multi_quadratic_function.h.

value_

double num_prob_collect::opt::random_multi_quadratic_function::value_ {0.0}

private

Function value.

Definition at line 126 of file random_multi_quadratic_function.h.

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

• problems/include/num_prob_collect/opt/random_multi_quadratic_function.h