The example to use the constrained function

[ZulunZhu]

I am a beginner in C++, and I am curious about the template of the constrained function. Because the examples only show how to solve the square function, I don't know what should I return in the constrained function. Can anyone provide some examples? Thank you very much.

[zoq]

Hello, what you want to return is the f(x), so the function f at x, in the example above it's x but without the surrounding {}. You can find another example here - https://github.com/mlpack/ensmallen/blob/master/include/ensmallen_bits/problems/aug_lagrangian_test_functions_impl.hpp#L55-L64

Let me know if you like me to clarify anything further.

[ZulunZhu]

Thanks for your reply. I think I might have formulated the code well. But another question is, when the function is too complex, the gradient is almost can not be obtained. So I use the approximation function (f'(x) = (f(x+eps)-f(x))/eps). After the optimization, I found the gradient is not close to zero. It is really strange. Do you have other ideas to get the gradient easily?

[zoq]

If you have matlab or a similair toolbox you can use that to return the gradient -- https://www.mathworks.com/help/matlab/ref/gradient.html is just one example.

[mlpack-bot]

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