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
)

Public Sub New ( 
	innerSolver As IGradientOptimizationMethod,
	function As NonlinearObjectiveFunction,
	constraints As IEnumerable(Of IConstraint)
)

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.

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