Mlpack::optimization -
test
class AugLagrangian
The AugLagrangian class implements the Augmented Lagrangian method of optimization. class AugLagrangianFunction
This is a utility class used by AugLagrangian, meant to wrap a LagrangianFunction into a function usable by a simple optimizer like L-BFGS. class AugLagrangianTestFunction
This function is taken from 'Practical Mathematical Optimization' (Snyman), section 5.3.8 ('Application of the Augmented Lagrangian Method'). class ExponentialSchedule
The exponential cooling schedule cools the temperature T at every step according to the equation. class GockenbachFunction
This function is taken from M. class L_BFGS
The generic L-BFGS optimizer, which uses a back-tracking line search algorithm to minimize a function. class LovaszThetaSDP
This function is the Lovasz-Theta semidefinite program, as implemented in the following paper: class LRSDP
LRSDP is the implementation of Monteiro and Burer's formulation of low-rank semidefinite programs (LR-SDP). class LRSDPFunction
The objective function that LRSDP is trying to optimize. class SA
Simulated Annealing is an stochastic optimization algorithm which is able to deliver near-optimal results quickly without knowing the gradient of the function being optimized. class SGD
Stochastic Gradient Descent is a technique for minimizing a function which can be expressed as a sum of other functions.
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