public Rosenbrock()
{
Function = x => 100 * Math.Pow(x[1] - Math.Pow(x[0], 2), 2) + Math.Pow(1 - x[0], 2);
Gradients = new List <Func <Vector, double> >
{
x => - 400 * x[0] * (x[1] - Math.Pow(x[0], 2)) - 2 * (1 - x[0]),
x => 200 * (x[1] - Math.Pow(x[0], 2)),
};
var hessianDerivativesRow1 = new List <Func <Vector, double> >
{
x => - 400 * (x[1] - Math.Pow(x[0], 2)) + 800 * Math.Pow(x[0], 2) + 2,
x => - 400 * x[0],
};
var hessianDerivativesRow2 = new List <Func <Vector, double> >
{
x => - 400 * x[0],
x => 200
};
var hessianDerivatives = new List <List <Func <Vector, double> > >
{
hessianDerivativesRow1,
hessianDerivativesRow2,
};
Hessian = new Hessian(hessianDerivatives);
}
public Function4()
{
Function = x => Math.Pow(x[0] - 3, 2) + Math.Pow(x[1], 2);
Gradients = new List <Func <Vector, double> >
{
x => 2 * (x[0] - 3),
x => 2 * x[1],
};
var hessianDerivativesRow1 = new List <Func <Vector, double> >
{
x => 2,
x => 0,
};
var hessianDerivativesRow2 = new List <Func <Vector, double> >
{
x => 0,
x => 2,
};
var hessianDerivatives = new List <List <Func <Vector, double> > >
{
hessianDerivativesRow1,
hessianDerivativesRow2,
};
Hessian = new Hessian(hessianDerivatives);
}
public Function2()
{
Function = x => Math.Pow(x[0] - 4, 2) + 4 * Math.Pow(x[1] - 2, 2);
Gradients = new List <Func <Vector, double> >
{
x => 2 * (x[0] - 4),
x => 8 * (x[1] - 2),
};
var hessianDerivativesRow1 = new List <Func <Vector, double> >
{
x => 2,
x => 0,
};
var hessianDerivativesRow2 = new List <Func <Vector, double> >
{
x => 0,
x => 8,
};
var hessianDerivatives = new List <List <Func <Vector, double> > >
{
hessianDerivativesRow1,
hessianDerivativesRow2,
};
Hessian = new Hessian(hessianDerivatives);
}
