00001 /******************************************************************************/ 00002 /* */ 00003 /* D E J O N G F U N C T I O N C L A S S H E A D E R */ 00004 /* */ 00005 /* Roberto Lopez */ 00006 /* International Center for Numerical Methods in Engineering (CIMNE) */ 00007 /* Technical University of Catalonia (UPC) */ 00008 /* Barcelona, Spain */ 00009 /* E-mail: rlopez@cimne.upc.edu */ 00010 /* */ 00011 /******************************************************************************/ 00012 00013 00014 #ifndef __DEJONGFUNCTION_H__ 00015 #define __DEJONGFUNCTION_H__ 00016 00017 #include "ObjectiveFunction.h" 00018 00019 namespace Purple 00020 { 00021 00022 /// This class represents the De Jong's objective function. 00023 /// 00024 /// @see ObjectiveFunction. 00025 00026 class DeJongFunction : public ObjectiveFunction 00027 { 00028 00029 public: 00030 00031 // GENERAL CONSTRUCTOR 00032 00033 DeJongFunction(void); 00034 00035 00036 // DESTRUCTOR 00037 00038 virtual ~DeJongFunction(void); 00039 00040 00041 // METHODS 00042 00043 // Objective function methods 00044 00045 double getEvaluation(Vector<double>); 00046 00047 // Objective function gradient methods 00048 00049 Vector<double> getGradient(Vector<double>); 00050 00051 // Objective function Hessian methods 00052 00053 Matrix<double> getHessian(Vector<double>); 00054 00055 Matrix<double> getInverseHessian(Vector<double>); 00056 00057 }; 00058 00059 } 00060 00061 #endif 00062 00063 00064 // Purple: An Open Source Numerical Optimization C++ Library. 00065 // Copyright (C) 2006 Roberto Lopez 00066 // 00067 // This library is free software; you can redistribute it and/or 00068 // modify it under the terms of the GNU Lesser General Public 00069 // License as published by the Free Software Foundation; either 00070 // version 2.1 of the License, or any later version. 00071 // 00072 // This library is distributed in the hope that it will be useful, 00073 // but WITHOUT ANY WARRANTY; without even the implied warranty of 00074 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU 00075 // Lesser General Public License for more details. 00076 00077 // You should have received a copy of the GNU Lesser General Public 00078 // License along with this library; if not, write to the Free Software 00079 // Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
1.4.7