search

yuki-koyama / mathtoolbox

Mathematical tools (interpolation, dimensionality reduction, optimization, etc.) written in C++11 with Eigen
https://yuki-koyama.github.io/mathtoolbox/
MIT License
257 stars 35 forks source link

[New Algorithm] Augmented Lagrangian method #42

Open yuki-koyama opened 5 years ago

yuki-koyama commented 5 years ago

Reference: https://en.wikipedia.org/wiki/Augmented_Lagrangian_method