aug_lagrangian.hpp File Reference

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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

Detailed Description

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.

mlpack is free software; you may redistribute it and/or modify it under the terms of the 3-clause BSD license. You should have received a copy of the 3-clause BSD license along with mlpack. If not, see http://www.opensource.org/licenses/BSD-3-Clause for more information.

Definition in file aug_lagrangian.hpp.