aug_lagrangian_function.hpp

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#ifndef MLPACK_CORE_OPTIMIZERS_AUG_LAGRANGIAN_AUG_LAGRANGIAN_FUNCTION_HPP
#define MLPACK_CORE_OPTIMIZERS_AUG_LAGRANGIAN_AUG_LAGRANGIAN_FUNCTION_HPP

#include <mlpack/prereqs.hpp>

namespace mlpack {
namespace optimization {

template<typename LagrangianFunction>
class AugLagrangianFunction
{
 public:
  AugLagrangianFunction(LagrangianFunction& function);

  AugLagrangianFunction(LagrangianFunction& function,
                        const arma::vec& lambda,
                        const double sigma);
  double Evaluate(const arma::mat& coordinates) const;

  void Gradient(const arma::mat& coordinates, arma::mat& gradient) const;

  const arma::mat& GetInitialPoint() const;

  const arma::vec& Lambda() const { return lambda; }
  arma::vec& Lambda() { return lambda; }

  double Sigma() const { return sigma; }
  double& Sigma() { return sigma; }

  const LagrangianFunction& Function() const { return function; }
  LagrangianFunction& Function() { return function; }

 private:
  LagrangianFunction& function;

  arma::vec lambda;
  double sigma;
};

} // namespace optimization
} // namespace mlpack

// Include basic implementation.
#include "aug_lagrangian_function_impl.hpp"

#endif // MLPACK_CORE_OPTIMIZERS_AUG_LAGRANGIAN_AUG_LAGRANGIAN_FUNCTION_HPP