NAME¶
mlpack::optimization -
SYNOPSIS¶
Namespaces¶
test
Classes¶
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.
Author¶
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