# The lagrangian package

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 Right ([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.

- No changelog available

## Properties

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

License | BSD3 |

Author | Jonathan Fischoff |

Maintainer | jonathangfischoff@gmail.com |

Category | Math |

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

Upload date | Sat Mar 9 03:57:04 UTC 2013 |

Uploaded by | JonathanFischoff |

Downloads | 537 total (42 in last 30 days) |

## Modules

*Numeric*

[Index]

## Downloads

- lagrangian-0.3.0.1.tar.gz [browse] (Cabal source package)
- Package description (included in the package)

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