Rosenbrock

struct rosenbrock

The Rosenbrock problem.

This is a box-constrained continuous single-objective problem. The objective function is the generalised n-dimensional Rosenbrock function:

\[ F\left(x_1,\ldots,x_n\right) = \sum_{i=1}^{n-1}\left[ 100\left(x_i^2-x_{i+1}\right)^2+\left(x_i-1\right)^2\right], \quad x_i \in \left[ -5,10 \right]. \]

The global minimum is in \(x_i=1\), where \( F\left( 1,\ldots,1 \right) = 0 \).

Public Functions

rosenbrock(vector_double::size_type dim = 2u)

Constructor from dimension.

Parameters

dim – problem dimension.

Throws

std::invalid_argument – if dim is less than 2.

vector_double fitness(const vector_double&) const

Fitness computation.

Computes the fitness for this UDP.

Parameters

x – the decision vector.

Returns

the fitness of x.

std::pair<vector_double, vector_double> get_bounds() const

Box-bounds.

Returns

the lower (-5.) and upper (10.) bounds for each decision vector component.

inline std::string get_name() const

Problem name.

Returns

a string containing the problem name.

vector_double gradient(const vector_double&) const

Gradient.

Parameters

x – the input decision vector.

Returns

the gradient of the fitness function in x.

vector_double best_known() const

Optimal solution.

Returns

the decision vector corresponding to the best solution for this problem.

inline thread_safety get_thread_safety() const

Thread safety level.

Returns

the constant thread safety level.

Public Members

vector_double::size_type m_dim

Problem dimensions.