lagrangian: Solve lagrange multiplier problems
Numerically solve convex lagrange multiplier problems with conjugate gradient descent.
For example, find the maximum entropy with the constraint that the probabilities sum to one.
> solve 0.00001 (negate . sum . map (x -> x * log x)) [sum <=> 1] 3 ([0.33, 0.33, 0.33], [-0.09])
The first elements of the result pair are the arguments for the objective function at the minimum. The second elements are the lagrange multipliers.
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- lagrangian-0.3.0.0.tar.gz [browse] (Cabal source package)
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| Versions [RSS] | 0.1.0.0, 0.2.0.0, 0.2.0.1, 0.2.0.2, 0.3.0.0, 0.3.0.1, 0.4.0.0, 0.4.0.1, 0.5.0.0, 0.6.0.0, 0.6.0.1 |
|---|---|
| Dependencies | ad (>=3.4 && <3.5), base (>=4.6 && <4.7), hmatrix (>=0.14 && <0.15), nonlinear-optimization (>=0.3 && <0.4), vector (>=0.10 && <0.11) [details] |
| License | BSD-3-Clause |
| Author | Jonathan Fischoff |
| Maintainer | jonathangfischoff@gmail.com |
| Category | Math |
| Home page | http://github.com/jfischoff/lagrangian |
| Uploaded | by JonathanFischoff at 2013-03-09T03:28:15Z |
| Distributions | |
| Reverse Dependencies | 2 direct, 0 indirect [details] |
| Downloads | 7538 total (1 in the last 30 days) |
| Rating | (no votes yet) [estimated by Bayesian average] |
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| Status | Docs uploaded by user Build status unknown [no reports yet] |