shogun-toolbox/shogun — pull request #2044 by kprah (2014-03-20 04:54:36+00:00)
Title: Added bmrmopt class in shogun/optimization/framework

@vigsterkr
The previous PR got corrupted for some reason.
This PR corresponds to issue #1969
bmrmopt is a simple class derived from libbmrm.cpp/h. This is the first class in shogun/optimization/framwork. Other bundle solvers can be easily derived from this class.
A brief overview of the files:
1.) functions.h/cpp - func class for handling functions and solution vectors
2.) constraints.h/cpp - constraints class for handling constraints. (For now only simplex constraints)
3.) CP.h/cpp - contains class for handling cutting planes
4.) optdefines.h - general include file
5.) bmrmopt.h/cpp - contains bmrmopt class (libbmrm.cpp). Other classes can be easily derived from this class. Will add them shortly in the same directory. (ppbmopt, p3bmopt, ncbmopt)