numerical-collection-cpp 0.10.0
A collection of algorithms in numerical analysis implemented in C++
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num_prob_collect::opt::multi_quadratic_function Class Reference

Quadratic function for test of optimization. More...

#include <num_prob_collect/opt/multi_quadratic_function.h>

+ Collaboration diagram for num_prob_collect::opt::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

void evaluate_on (const Eigen::VectorXd &variable)
 Evaluate function value on variable.
 
auto gradient () const -> const Eigen::VectorXd &
 Get gradient.
 
auto hessian () const -> const Eigen::MatrixXd &
 Get Hessian.
 
auto value () const -> const double &
 Get function value.
 

Private Attributes

double coeff_ {3.0}
 Coefficient.
 
Eigen::VectorXd grad_ {}
 Gradient.
 
Eigen::MatrixXd hessian_ {}
 Hessian.
 
double value_ {0.0}
 Function value.
 

Detailed Description

Quadratic function for test of optimization.

Definition at line 29 of file multi_quadratic_function.h.

Member Typedef Documentation

◆ hessian_type

Type of Hessian.

Definition at line 36 of file multi_quadratic_function.h.

◆ value_type

Type of function values.

Definition at line 34 of file multi_quadratic_function.h.

◆ variable_type

Type of variables.

Definition at line 32 of file multi_quadratic_function.h.

Member Function Documentation

◆ evaluate_on()

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

Evaluate function value on variable.

Parameters
[in]variableVariable.

Definition at line 43 of file multi_quadratic_function.h.

◆ gradient()

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

Get gradient.

Returns
Gradient.

Definition at line 63 of file multi_quadratic_function.h.

◆ hessian()

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

Get Hessian.

Returns
Hessian.

Definition at line 72 of file multi_quadratic_function.h.

◆ value()

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

Get function value.

Returns
Function value.

Definition at line 56 of file multi_quadratic_function.h.

Member Data Documentation

◆ coeff_

double num_prob_collect::opt::multi_quadratic_function::coeff_ {3.0}
private

Coefficient.

Definition at line 78 of file multi_quadratic_function.h.

◆ grad_

Eigen::VectorXd num_prob_collect::opt::multi_quadratic_function::grad_ {}
private

Gradient.

Definition at line 84 of file multi_quadratic_function.h.

◆ hessian_

Eigen::MatrixXd num_prob_collect::opt::multi_quadratic_function::hessian_ {}
private

Hessian.

Definition at line 87 of file multi_quadratic_function.h.

◆ value_

double num_prob_collect::opt::multi_quadratic_function::value_ {0.0}
private

Function value.

Definition at line 81 of file multi_quadratic_function.h.


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