Namespaces | |
namespace | test |
Classes | |
class | AugLagrangian |
The AugLagrangian class implements the Augmented Lagrangian method of optimization. More... | |
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. More... | |
class | AugLagrangianTestFunction |
This function is taken from "Practical Mathematical Optimization" (Snyman), section 5.3.8 ("Application of the Augmented Lagrangian Method"). More... | |
class | GockenbachFunction |
This function is taken from M. More... | |
class | L_BFGS |
The generic L-BFGS optimizer, which uses a back-tracking line search algorithm to minimize a function. More... | |
class | LovaszThetaSDP |
This function is the Lovasz-Theta semidefinite program, as implemented in the following paper:. More... | |
class | LRSDP |
class | SGD |
Stochastic Gradient Descent is a technique for minimizing a function which can be expressed as a sum of other functions. More... |