.TH "mlpack::optimization" 3 "Tue Sep 9 2014" "Version 1.0.10" "MLPACK" \" -*- nroff -*- .ad l .nh .SH NAME mlpack::optimization \- .SH SYNOPSIS .br .PP .SS "Namespaces" .in +1c .ti -1c .RI " \fBtest\fP" .br .in -1c .SS "Classes" .in +1c .ti -1c .RI "class \fBAugLagrangian\fP" .br .RI "\fIThe \fBAugLagrangian\fP class implements the Augmented Lagrangian method of optimization\&. \fP" .ti -1c .RI "class \fBAugLagrangianFunction\fP" .br .RI "\fIThis is a utility class used by \fBAugLagrangian\fP, meant to wrap a LagrangianFunction into a function usable by a simple optimizer like L-BFGS\&. \fP" .ti -1c .RI "class \fBAugLagrangianTestFunction\fP" .br .RI "\fIThis function is taken from 'Practical Mathematical Optimization' (Snyman), section 5\&.3\&.8 ('Application of the Augmented Lagrangian Method')\&. \fP" .ti -1c .RI "class \fBExponentialSchedule\fP" .br .RI "\fIThe exponential cooling schedule cools the temperature T at every step according to the equation\&. \fP" .ti -1c .RI "class \fBGockenbachFunction\fP" .br .RI "\fIThis function is taken from M\&. \fP" .ti -1c .RI "class \fBL_BFGS\fP" .br .RI "\fIThe generic L-BFGS optimizer, which uses a back-tracking line search algorithm to minimize a function\&. \fP" .ti -1c .RI "class \fBLovaszThetaSDP\fP" .br .RI "\fIThis function is the Lovasz-Theta semidefinite program, as implemented in the following paper: \fP" .ti -1c .RI "class \fBLRSDP\fP" .br .RI "\fI\fBLRSDP\fP is the implementation of Monteiro and Burer's formulation of low-rank semidefinite programs (LR-SDP)\&. \fP" .ti -1c .RI "class \fBLRSDPFunction\fP" .br .RI "\fIThe objective function that \fBLRSDP\fP is trying to optimize\&. \fP" .ti -1c .RI "class \fBSA\fP" .br .RI "\fISimulated Annealing is an stochastic optimization algorithm which is able to deliver near-optimal results quickly without knowing the gradient of the function being optimized\&. \fP" .ti -1c .RI "class \fBSGD\fP" .br .RI "\fIStochastic Gradient Descent is a technique for minimizing a function which can be expressed as a sum of other functions\&. \fP" .in -1c .SH "Author" .PP Generated automatically by Doxygen for MLPACK from the source code\&.