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| class | AugLagrangian |
| | The AugLagrangian class implements the Augmented Lagrangian method of optimization. More...
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| 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...
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| class | AugLagrangianTestFunction |
| | This function is taken from "Practical Mathematical Optimization" (Snyman), section 5.3.8 ("Application of the Augmented Lagrangian Method"). More...
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| class | ExponentialSchedule |
| | The exponential cooling schedule cools the temperature T at every step according to the equation. More...
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| class | GockenbachFunction |
| | This function is taken from M. More...
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| class | L_BFGS |
| | The generic L-BFGS optimizer, which uses a back-tracking line search algorithm to minimize a function. More...
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| class | LovaszThetaSDP |
| | This function is the Lovasz-Theta semidefinite program, as implemented in the following paper: More...
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| class | LRSDP |
| | LRSDP is the implementation of Monteiro and Burer's formulation of low-rank semidefinite programs (LR-SDP). More...
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| class | LRSDPFunction |
| | The objective function that LRSDP is trying to optimize. More...
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| 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...
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| class | SGD |
| | Stochastic Gradient Descent is a technique for minimizing a function which can be expressed as a sum of other functions. More...
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