.TH "mlpack::optimization::AugLagrangianFunction< LagrangianFunction >" 3 "Tue Sep 9 2014" "Version 1.0.10" "MLPACK" \" -*- nroff -*-
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.SH NAME
mlpack::optimization::AugLagrangianFunction< LagrangianFunction > \- 
.PP
This is a utility class used by \fBAugLagrangian\fP, meant to wrap a LagrangianFunction into a function usable by a simple optimizer like L-BFGS\&.  

.SH SYNOPSIS
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.PP
.SS "Public Member Functions"

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.RI "\fBAugLagrangianFunction\fP (LagrangianFunction &\fBfunction\fP)"
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.RI "\fIInitialize the \fBAugLagrangianFunction\fP, but don't set the Lagrange multipliers or penalty parameters yet\&. \fP"
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.RI "\fBAugLagrangianFunction\fP (LagrangianFunction &\fBfunction\fP, const arma::vec &\fBlambda\fP, const double \fBsigma\fP)"
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.RI "\fIInitialize the \fBAugLagrangianFunction\fP with the given LagrangianFunction, Lagrange multipliers, and initial penalty parameter\&. \fP"
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.RI "double \fBEvaluate\fP (const arma::mat &coordinates) const "
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.RI "\fIEvaluate the objective function of the Augmented Lagrangian function, which is the standard Lagrangian function evaluation plus a penalty term, which penalizes unsatisfied constraints\&. \fP"
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.RI "const LagrangianFunction & \fBFunction\fP () const "
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.RI "\fIGet the Lagrangian function\&. \fP"
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.RI "LagrangianFunction & \fBFunction\fP ()"
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.RI "\fIModify the Lagrangian function\&. \fP"
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.RI "const arma::mat & \fBGetInitialPoint\fP () const "
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.RI "\fIGet the initial point of the optimization (supplied by the LagrangianFunction)\&. \fP"
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.RI "void \fBGradient\fP (const arma::mat &coordinates, arma::mat &gradient) const "
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.RI "\fIEvaluate the gradient of the Augmented Lagrangian function\&. \fP"
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.RI "const arma::vec & \fBLambda\fP () const "
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.RI "\fIGet the Lagrange multipliers\&. \fP"
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.RI "arma::vec & \fBLambda\fP ()"
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.RI "\fIModify the Lagrange multipliers\&. \fP"
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.RI "double \fBSigma\fP () const "
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.RI "\fIGet sigma (the penalty parameter)\&. \fP"
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.RI "double & \fBSigma\fP ()"
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.RI "\fIModify sigma (the penalty parameter)\&. \fP"
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.RI "std::string \fBToString\fP () const "
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.SS "Private Attributes"

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.RI "LagrangianFunction & \fBfunction\fP"
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.RI "\fIInstantiation of the function to be optimized\&. \fP"
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.RI "arma::vec \fBlambda\fP"
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.RI "\fIThe Lagrange multipliers\&. \fP"
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.RI "double \fBsigma\fP"
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.RI "\fIThe penalty parameter\&. \fP"
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.SH "Detailed Description"
.PP 

.SS "template<typename LagrangianFunction>class mlpack::optimization::AugLagrangianFunction< LagrangianFunction >"
This is a utility class used by \fBAugLagrangian\fP, meant to wrap a LagrangianFunction into a function usable by a simple optimizer like L-BFGS\&. 

Given a LagrangianFunction which follows the format outlined in the documentation for \fBAugLagrangian\fP, this class provides \fBEvaluate()\fP, \fBGradient()\fP, and \fBGetInitialPoint()\fP functions which allow this class to be used with a simple optimizer like L-BFGS\&.
.PP
This class can be specialized for your particular implementation -- commonly, a faster method for computing the overall objective and gradient of the augmented Lagrangian function can be implemented than the naive, default implementation given\&. Use class template specialization and re-implement all of the methods (unfortunately, C++ specialization rules mean you have to re-implement everything)\&.
.PP
\fBTemplate Parameters:\fP
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\fILagrangianFunction\fP Lagrangian function to be used\&. 
.RE
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.PP
Definition at line 48 of file aug_lagrangian_function\&.hpp\&.
.SH "Constructor & Destructor Documentation"
.PP 
.SS "template<typename LagrangianFunction> \fBmlpack::optimization::AugLagrangianFunction\fP< LagrangianFunction >::\fBAugLagrangianFunction\fP (LagrangianFunction &function)"

.PP
Initialize the \fBAugLagrangianFunction\fP, but don't set the Lagrange multipliers or penalty parameters yet\&. Make sure you set the Lagrange multipliers before you use this\&.\&.\&.
.PP
\fBParameters:\fP
.RS 4
\fIfunction\fP Lagrangian function\&. 
.RE
.PP

.SS "template<typename LagrangianFunction> \fBmlpack::optimization::AugLagrangianFunction\fP< LagrangianFunction >::\fBAugLagrangianFunction\fP (LagrangianFunction &function, const arma::vec &lambda, const doublesigma)"

.PP
Initialize the \fBAugLagrangianFunction\fP with the given LagrangianFunction, Lagrange multipliers, and initial penalty parameter\&. 
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\fBParameters:\fP
.RS 4
\fIfunction\fP Lagrangian function\&. 
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\fIlambda\fP Initial Lagrange multipliers\&. 
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\fIsigma\fP Initial penalty parameter\&. 
.RE
.PP

.SH "Member Function Documentation"
.PP 
.SS "template<typename LagrangianFunction> double \fBmlpack::optimization::AugLagrangianFunction\fP< LagrangianFunction >::Evaluate (const arma::mat &coordinates) const"

.PP
Evaluate the objective function of the Augmented Lagrangian function, which is the standard Lagrangian function evaluation plus a penalty term, which penalizes unsatisfied constraints\&. 
.PP
\fBParameters:\fP
.RS 4
\fIcoordinates\fP Coordinates to evaluate function at\&. 
.RE
.PP
\fBReturns:\fP
.RS 4
Objective function\&. 
.RE
.PP

.SS "template<typename LagrangianFunction> const LagrangianFunction& \fBmlpack::optimization::AugLagrangianFunction\fP< LagrangianFunction >::Function () const\fC [inline]\fP"

.PP
Get the Lagrangian function\&. 
.PP
Definition at line 108 of file aug_lagrangian_function\&.hpp\&.
.SS "template<typename LagrangianFunction> LagrangianFunction& \fBmlpack::optimization::AugLagrangianFunction\fP< LagrangianFunction >::Function ()\fC [inline]\fP"

.PP
Modify the Lagrangian function\&. 
.PP
Definition at line 110 of file aug_lagrangian_function\&.hpp\&.
.SS "template<typename LagrangianFunction> const arma::mat& \fBmlpack::optimization::AugLagrangianFunction\fP< LagrangianFunction >::GetInitialPoint () const"

.PP
Get the initial point of the optimization (supplied by the LagrangianFunction)\&. 
.PP
\fBReturns:\fP
.RS 4
Initial point\&. 
.RE
.PP

.SS "template<typename LagrangianFunction> void \fBmlpack::optimization::AugLagrangianFunction\fP< LagrangianFunction >::Gradient (const arma::mat &coordinates, arma::mat &gradient) const"

.PP
Evaluate the gradient of the Augmented Lagrangian function\&. 
.PP
\fBParameters:\fP
.RS 4
\fIcoordinates\fP Coordinates to evaluate gradient at\&. 
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\fIgradient\fP Matrix to store gradient into\&. 
.RE
.PP

.SS "template<typename LagrangianFunction> const arma::vec& \fBmlpack::optimization::AugLagrangianFunction\fP< LagrangianFunction >::Lambda () const\fC [inline]\fP"

.PP
Get the Lagrange multipliers\&. 
.PP
Definition at line 98 of file aug_lagrangian_function\&.hpp\&.
.SS "template<typename LagrangianFunction> arma::vec& \fBmlpack::optimization::AugLagrangianFunction\fP< LagrangianFunction >::Lambda ()\fC [inline]\fP"

.PP
Modify the Lagrange multipliers\&. 
.PP
Definition at line 100 of file aug_lagrangian_function\&.hpp\&.
.SS "template<typename LagrangianFunction> double \fBmlpack::optimization::AugLagrangianFunction\fP< LagrangianFunction >::Sigma () const\fC [inline]\fP"

.PP
Get sigma (the penalty parameter)\&. 
.PP
Definition at line 103 of file aug_lagrangian_function\&.hpp\&.
.SS "template<typename LagrangianFunction> double& \fBmlpack::optimization::AugLagrangianFunction\fP< LagrangianFunction >::Sigma ()\fC [inline]\fP"

.PP
Modify sigma (the penalty parameter)\&. 
.PP
Definition at line 105 of file aug_lagrangian_function\&.hpp\&.
.SS "template<typename LagrangianFunction> std::string \fBmlpack::optimization::AugLagrangianFunction\fP< LagrangianFunction >::ToString () const"

.SH "Member Data Documentation"
.PP 
.SS "template<typename LagrangianFunction> LagrangianFunction& \fBmlpack::optimization::AugLagrangianFunction\fP< LagrangianFunction >::function\fC [private]\fP"

.PP
Instantiation of the function to be optimized\&. 
.PP
Definition at line 117 of file aug_lagrangian_function\&.hpp\&.
.SS "template<typename LagrangianFunction> arma::vec \fBmlpack::optimization::AugLagrangianFunction\fP< LagrangianFunction >::lambda\fC [private]\fP"

.PP
The Lagrange multipliers\&. 
.PP
Definition at line 120 of file aug_lagrangian_function\&.hpp\&.
.PP
Referenced by mlpack::optimization::AugLagrangianFunction< mlpack::optimization::LRSDPFunction >::Lambda()\&.
.SS "template<typename LagrangianFunction> double \fBmlpack::optimization::AugLagrangianFunction\fP< LagrangianFunction >::sigma\fC [private]\fP"

.PP
The penalty parameter\&. 
.PP
Definition at line 122 of file aug_lagrangian_function\&.hpp\&.
.PP
Referenced by mlpack::optimization::AugLagrangianFunction< mlpack::optimization::LRSDPFunction >::Sigma()\&.

.SH "Author"
.PP 
Generated automatically by Doxygen for MLPACK from the source code\&.