@hackage lagrangian0.3.0.0

Solve lagrange multiplier problems

Categories
- Mathematics
License
BSD-3-Clause
Maintainer
jonathangfischoff@gmail.com
Links
- Homepage
- Documentation
- No source repository
- Security
Versions
- 0.6.0.1 Thu, 9 Oct 2014
- 0.6.0.0 Thu, 9 Oct 2014
- 0.5.0.0 Wed, 13 Mar 2013
- 0.4.0.1 Sun, 10 Mar 2013
- 0.4.0.0 Sat, 9 Mar 2013
- 0.3.0.1 Sat, 9 Mar 2013

Installation
In your cabal file:
Dependencies (5)
- 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
Dependents (2)
@hackage/maxent, @hackage/acme-everything

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.