mlpack  2.0.1
Namespaces | Classes
mlpack::optimization Namespace Reference

Namespaces

 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  ExponentialSchedule
 The exponential cooling schedule cools the temperature T at every step according to the equation. 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
 LRSDP is the implementation of Monteiro and Burer's formulation of low-rank semidefinite programs (LR-SDP). More...
 
class  LRSDPFunction
 The objective function that LRSDP is trying to optimize. More...
 
class  PrimalDualSolver
 Interface to a primal dual interior point solver. More...
 
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. More...
 
class  SDP
 Specify an SDP in primal form. More...
 
class  SGD
 Stochastic Gradient Descent is a technique for minimizing a function which can be expressed as a sum of other functions. More...