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... | |
1.6.1