[mlpack-svn] [MLPACK] #352: Simulated Annealing Optimizer implementation

[MLPACK Trac]

#352: Simulated Annealing Optimizer implementation
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 Reporter:  akvah        |        Owner:     
     Type:  enhancement  |       Status:  new
 Priority:  major        |    Milestone:     
Component:  mlpack       |     Keywords:     
 Blocking:               |   Blocked By:     
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 Hi there,

 I saw in the list of ideas for Google Summer of Code 2014, that there is a
 need for a simulated annealing optimizer. I implemented one (see attached)
 based on the approach I used from one of my previous papers. For the test
 function, I stole(!) the functions implemented for the L-BFGS, and it
 seems that the method is performing fine.

 Vahab

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Ticket URL: <http://trac.research.cc.gatech.edu/fastlab/ticket/352>
MLPACK <www.fast-lab.org>
MLPACK is an intuitive, fast, and scalable C++ machine learning library developed at Georgia Tech.