jsat.math.optimization

Class RosenbrockFunction

java.lang.Object

jsat.math.optimization.RosenbrockFunction

All Implemented Interfaces:

java.io.Serializable, Function

public class RosenbrockFunction
extends java.lang.Object
implements Function

The Rosenbrock function is a function with at least one minima with the value zero. It is often used as a benchmark for optimization problems.
The minima is the vector of all ones. Once N %gt; 3, more then one minima can occur.

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field and Description
static FunctionVec	GRADIENT The gradient of the Rosenbrock function

Constructor Summary

Constructors

Constructor and Description
RosenbrockFunction()

Method Summary

Modifier and Type	Method and Description
double	f(Vec x, boolean parallel) Evaluates the given function for the specified input vector.
FunctionVec	getDerivative() Returns the gradient of the Rosenbrock function

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface jsat.math.Function

f, f, forwardDifference

Field Detail

GRADIENT

public static final FunctionVec GRADIENT

The gradient of the Rosenbrock function

Constructor Detail

RosenbrockFunction

public RosenbrockFunction()

Method Detail

f

public double f(Vec x,
                boolean parallel)

Description copied from interface: Function

Evaluates the given function for the specified input vector.

Specified by:

f in interface Function

Parameters:

x - the input to the function

parallel - true if the function should be evaluated with multiple threads, or false to use a single thread.

Returns:

the scalar output of this function

getDerivative

public FunctionVec getDerivative()

Returns the gradient of the Rosenbrock function

Returns:

the gradient of the Rosenbrock function