mlpack::optimization Namespace Reference

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...