# lagrangian: Solve lagrange multiplier problems

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.

Versions | 0.1.0.0, 0.2.0.0, 0.2.0.1, 0.2.0.2, 0.3.0.0, 0.3.0.1, 0.4.0.0, 0.4.0.1, 0.5.0.0, 0.6.0.0, 0.6.0.1 |
---|---|

Dependencies | ad (==3.4.*), base (==4.6.*), hmatrix (==0.14.*), nonlinear-optimization (==0.3.*), vector (==0.10.*) [details] |

License | BSD-3-Clause |

Author | Jonathan Fischoff |

Maintainer | jonathangfischoff@gmail.com |

Category | Math |

Home page | http://github.com/jfischoff/lagrangian |

Uploaded | by JonathanFischoff at Sat Mar 9 03:28:15 UTC 2013 |

Distributions | NixOS:0.6.0.1 |

Downloads | 3712 total (18 in the last 30 days) |

Rating | (no votes yet) [estimated by rule of succession] |

Your Rating | |

Status | Docs uploaded by user Build status unknown [no reports yet] Hackage Matrix CI |

## Downloads

- lagrangian-0.3.0.0.tar.gz [browse] (Cabal source package)
- Package description (as included in the package)