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AugmentedLagrangian Constructor (IGradientOptimizationMethod, NonlinearObjectiveFunction, IEnumerableIConstraint)

Creates a new instance of the Augmented Lagrangian algorithm.

Namespace:  Accord.Math.Optimization
Assembly:  Accord.Math (in Accord.Math.dll) Version: 3.8.0
Syntax
public AugmentedLagrangian(
	IGradientOptimizationMethod innerSolver,
	NonlinearObjectiveFunction function,
	IEnumerable<IConstraint> constraints
)
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Parameters

innerSolver
Type: Accord.Math.OptimizationIGradientOptimizationMethod
The unconstrained optimization method used internally to solve the dual of this optimization problem.
function
Type: Accord.Math.OptimizationNonlinearObjectiveFunction
The objective function to be optimized.
constraints
Type: System.Collections.GenericIEnumerableIConstraint
The IConstraints to which the solution must be subjected.
See Also