numerical-collection-cpp 0.10.0
A collection of algorithms in numerical analysis implemented in C++
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Quadratic function for test of optimization. More...
#include <num_prob_collect/opt/multi_quadratic_function.h>
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. | |
Quadratic function for test of optimization.
Definition at line 29 of file multi_quadratic_function.h.
using num_prob_collect::opt::multi_quadratic_function::hessian_type = Eigen::MatrixXd |
Type of Hessian.
Definition at line 36 of file multi_quadratic_function.h.
using num_prob_collect::opt::multi_quadratic_function::value_type = double |
Type of function values.
Definition at line 34 of file multi_quadratic_function.h.
using num_prob_collect::opt::multi_quadratic_function::variable_type = Eigen::VectorXd |
Type of variables.
Definition at line 32 of file multi_quadratic_function.h.
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Evaluate function value on variable.
[in] | variable | Variable. |
Definition at line 43 of file multi_quadratic_function.h.
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inlinenodiscard |
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inlinenodiscard |
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inlinenodiscard |
Get function value.
Definition at line 56 of file multi_quadratic_function.h.
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private |
Coefficient.
Definition at line 78 of file multi_quadratic_function.h.
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private |
Gradient.
Definition at line 84 of file multi_quadratic_function.h.
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private |
Hessian.
Definition at line 87 of file multi_quadratic_function.h.
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private |
Function value.
Definition at line 81 of file multi_quadratic_function.h.