MLPACK
1.0.7
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Classes | |
class | mlpack::optimization::AugLagrangian< LagrangianFunction > |
The AugLagrangian class implements the Augmented Lagrangian method of optimization. More... | |
Namespaces | |
mlpack | |
Linear algebra utility functions, generally performed on matrices or vectors. | |
mlpack::optimization | |
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 1.0.7.
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.