NDOSolver / FiOracle
Interfaces and Solvers for NonDifferentiable Optimization
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TestFi.h File Reference
#include "FiOracle.h"

Go to the source code of this file.

Classes

class  TestFi
 

Namespaces

namespace  NDO_di_unipi_it
 

Macros

#define __TestFi   /* self-identification: #endif at the end of the file */
 

Detailed Description

TestFi is a simple example of a "concrete" class which implements the interface defined by the abstract base class FiOracle; it is mainly meant to provide a template where a user can cut & paste its code to produce a first simple but working FiOracle.

For the sake of the example, the function implemented by TestFi is the (convex, differentiable) quadratic function

Fi( Lambda ) = 1/2 \sum{i=0}^{NumVar-1} || Lambda[ i ] - L0 ||_2^2 + 1

with (unique sub)gradient

Gi( Lambda )[ i ] = Lambda[ i ] - L0.

Author
Antonio Frangioni
Dipartimento di Informatica
Universita' di Pisa