A base helper function object to update lagrangian multipliers using subgradient descent. All other schemes can be derived from this class.
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#include <MultiKnapsackLagRelax.h>
template<typename T>
class limbo::solvers::LagMultiplierUpdater< T >
A base helper function object to update lagrangian multipliers using subgradient descent. All other schemes can be derived from this class.
- Template Parameters
-
Definition at line 23 of file MultiKnapsackLagRelax.h.
API to update lagrangian multiplier.
- Parameters
-
iter | current iteration |
multiplier | current multiplier value |
slackness | current slackness value assuming the constraint is in \( Ax \le b \) and compute \( b-Ax \) |
- Returns
- updated multiplier value
Implemented in limbo::solvers::SubGradientDescent< T >.
API to update lagrangian multiplier using subgradient descent.
- Parameters
-
iter | current iteration |
n | dimension |
vSlackness | array of slackness |
vLagMultiplier | array of lagrangian multipliers which will be updated |
vNewLagMultiplier | array of new lagrangian multipliers |
Implemented in limbo::solvers::SubGradientDescent< T >.
The documentation for this class was generated from the following file: