NDOSolver / FiOracle
Interfaces and Solvers for NonDifferentiable Optimization
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#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 */ |
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.