The latest version of lagrangian is 0.6.0.1-0.
lagrangian
Version 0.3.0.0 revision 0 uploaded by JonathanFischoff.
Package meta
- Synopsis
- Solve lagrange multiplier problems
- Description
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.
- Author
- Jonathan Fischoff
- Bug reports
- n/a
- Category
- Math
- Copyright
- n/a
- Homepage
- http://github.com/jfischoff/lagrangian
- Maintainer
- jonathangfischoff@gmail.com
- Package URL
- n/a
- Stability
- n/a