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LRSDP is the implementation of Monteiro and Burer's formulation of lowrank semidefinite programs (LRSDP). More...
Public Member Functions  
LRSDP (const size_t numSparseConstraints, const size_t numDenseConstraints, const arma::mat &initialPoint, const size_t maxIterations=1000)  
Create an LRSDP to be optimized. More...  
const AugLagrangian &  AugLag () const 
Return the augmented Lagrangian object. More...  
AugLagrangian &  AugLag () 
Modify the augmented Lagrangian object. More...  
const LRSDPFunction< SDPType > &  Function () const 
Return the function to be optimized. More...  
LRSDPFunction< SDPType > &  Function () 
Modify the function to be optimized. More...  
size_t  MaxIterations () const 
Get the maximum number of iterations. More...  
size_t &  MaxIterations () 
Modify the maximum number of iterations. More...  
double  Optimize (arma::mat &coordinates) 
Create an LRSDP object with the given SDP problem to be solved, and the given initial point. More...  
const SDPType &  SDP () const 
Return the SDP that will be solved. More...  
SDPType &  SDP () 
Modify the SDP that will be solved. More...  
Detailed Description
template<typenameSDPType>
class mlpack::optimization::LRSDP< SDPType >
LRSDP is the implementation of Monteiro and Burer's formulation of lowrank semidefinite programs (LRSDP).
This solver uses the augmented Lagrangian optimizer to solve lowrank semidefinite programs.
Constructor & Destructor Documentation
◆ LRSDP()
LRSDP  (  const size_t  numSparseConstraints, 
const size_t  numDenseConstraints,  
const arma::mat &  initialPoint,  
const size_t  maxIterations = 1000 

) 
Create an LRSDP to be optimized.
The solution will end up being a matrix of size (rows) x (rank). To construct each constraint and the objective function, use the function SDP() in order to access the SDPType object associated with this optimizer.
 Parameters

numSparseConstraints Number of sparse constraints in the problem. numDenseConstraints Number of dense constraints in the problem. initialPoint Initial point of the optimization. maxIterations Maximum number of iterations.
Member Function Documentation
◆ AugLag() [1/2]

inline 
◆ AugLag() [2/2]

inline 
◆ Function() [1/2]

inline 
◆ Function() [2/2]

inline 
◆ MaxIterations() [1/2]

inline 
◆ MaxIterations() [2/2]

inline 
◆ Optimize()
double Optimize  (  arma::mat &  coordinates  ) 
Create an LRSDP object with the given SDP problem to be solved, and the given initial point.
Note that the SDP may be modified later by calling SDP() to access the object.
TODO: this is currently not implemented.
 Parameters

sdp SDP to be solved. initialPoint Initial point of the optimization. maxIterations Maximum number of iterations.
LRSDP(const SDPType& sdp, const arma::mat& initialPoint, const size_t maxIterations = 1000); Optimize the LRSDP and return the final objective value. The given coordinates will be modified to contain the final solution.
 Parameters

coordinates Starting coordinates for the optimization.
◆ SDP() [1/2]

inline 
◆ SDP() [2/2]

inline 
The documentation for this class was generated from the following file:
 src/mlpack/core/optimizers/sdp/lrsdp.hpp
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