Alpine02 unconstrained test problem. More...

#include <Alpine02.hpp>

Inheritance diagram for sgpp::optimization::test_problems::Alpine02:

Public Member Functions
	Alpine02 (size_t d)
	Constructor.

TestScalarFunction &	getObjectiveFunction () override

double	getOptimalPointUndisplaced (base::DataVector &x) override

	~Alpine02 () override
	Destructor.

Public Member Functions inherited from sgpp::optimization::test_problems::UnconstrainedTestProblem
void	generateDisplacement ()
	Generate normally distributed pseudorandom displacement with default standard deviation.

void	generateDisplacement (double stdDev)
	Generate normally distributed pseudorandom displacement.

const base::DataVector &	getDisplacement () const

double	getOptimalPoint (base::DataVector &x)
	Returns the minimal point of the displaced function.

void	setDisplacement (const base::DataVector &displacement)
	Sets the displacement vector.

	UnconstrainedTestProblem (size_t d)
	Constructor.

virtual	~UnconstrainedTestProblem ()
	Destructor.

Protected Attributes
Alpine02Objective	f
	objective function

Protected Attributes inherited from sgpp::optimization::test_problems::UnconstrainedTestProblem
size_t	d
	number of parameters

base::DataVector	displacement
	displacement vector

Additional Inherited Members
Static Public Attributes inherited from sgpp::optimization::test_problems::UnconstrainedTestProblem
static constexpr double	DEFAULT_STANDARD_DEVIATION = 0.01
	default standard deviation for the displacement vector

Protected Member Functions inherited from sgpp::optimization::test_problems::UnconstrainedTestProblem
virtual bool	isDisplacementFeasible ()
	Checks if the current displacement is ok for the specific objective function.

Detailed Description

Alpine02 unconstrained test problem.

Number of parameters: \(d\)
Domain: \(\bar{\vec{x}} \in [2, 10]^d\)
Optimal point: \(\bar{\vec{x}}_{\text{opt}} = 7.917052684666 \cdot \vec{1}\)
Optimal function value: \(\bar{f}(\bar{\vec{x}}_{\text{opt}}) = -2.8081311800070^d\)

Constructor & Destructor Documentation

◆ Alpine02()

sgpp::optimization::test_problems::Alpine02::Alpine02 ( size_t d )

explicit

Constructor.

Parameters

d	dimension of the domain

◆ ~Alpine02()

sgpp::optimization::test_problems::Alpine02::~Alpine02 ( )

override

Destructor.

Member Function Documentation

◆ getObjectiveFunction()

TestScalarFunction & sgpp::optimization::test_problems::Alpine02::getObjectiveFunction ( )

overridevirtual

Returns: objective function of the test problem

Implements sgpp::optimization::test_problems::UnconstrainedTestProblem.

References f.

◆ getOptimalPointUndisplaced()

double sgpp::optimization::test_problems::Alpine02::getOptimalPointUndisplaced ( base::DataVector & x )

overridevirtual

Parameters

[out] x minimal point \(\vec{x}_\opt \in [0, 1]^d\)

Returns: minimal function value \(f(\vec{x}_\opt)\)

Implements sgpp::optimization::test_problems::UnconstrainedTestProblem.

References sgpp::optimization::test_problems::UnconstrainedTestProblem::d, and sgpp::base::DataVector::setAll().

Member Data Documentation

◆ f

Alpine02Objective sgpp::optimization::test_problems::Alpine02::f

protected

objective function

Referenced by getObjectiveFunction(), and python.uq.refinement.RefinementStrategy.PredictiveRanking::rank().

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

optimization/src/sgpp/optimization/test_problems/unconstrained/Alpine02.hpp
optimization/src/sgpp/optimization/test_problems/unconstrained/Alpine02.cpp

Public Member Functions

Protected Attributes

Additional Inherited Members