aug_lagrangian.hpp (3)

Classes

class mlpack::optimization::AugLagrangian< LagrangianFunction >

The AugLagrangian class implements the Augmented Lagrangian method of optimization.

Namespaces

mlpack

Linear algebra utility functions, generally performed on matrices or vectors. mlpack::optimization

Author:

Ryan Curtin

Definition of AugLagrangian class, which implements the Augmented Lagrangian optimization method (also called the 'method of multipliers'. This class uses the L-BFGS optimizer.

This file is part of MLPACK 1.0.10.

MLPACK is free software: you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

MLPACK is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for more details (LICENSE.txt).

You should have received a copy of the GNU General Public License along with MLPACK. If not, see http://www.gnu.org/licenses/.

Definition in file aug_lagrangian.hpp.

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