[mlpack] Fix MVU+LRSDP in GSoC 2018

[Ryan Curtin]

On Wed, Mar 21, 2018 at 04:43:56PM +0800, kaiqiang Xu wrote:
> Dear Ryan,
> 
> 
> I am Xu Kaiqiang, a 1st year master student  major in computer science
> studying at Univ. of Chinese Academy of Science.
> I am so excited to find the problem of MVU + LRSDP, which triggers my
> passion to fix it by using convex analysis, fluent C++ skills and big
> interest. The courses I have learned, such as covex analysis and machine
> learning, and experiences in development projects  may help me figure it
> out.
> 
> I have read the tutorials and tasted serveral functions of the mlpack by
> running some machine learning samples the other days.
> After roughly reading the papers, and carefully understanding your replies
> in the mlpack mail archives, I plan to check the correctness of MVU with
> SDP, and then try to understand it.
> Moreover, I plan to understand SDP/LRSDP. I think it may be helpful for my
> proposal.
> 
> Sorry to join project so late. Can you give me some advice about plans and
> applying for GSoC this year?

Hi there Kaiqiang,

Don't worry, it is not too late to join---the application deadline is
not passed yet.  Note that LRSDP is actually nonconvex optimization, not
convex optimization, so some of the tools for debugging will not
translate well.

I agree that it would be very important to fully understand SDPs and
LRSDPs before attempting this project.

There is an application guide that may be helpful:

https://github.com/mlpack/mlpack/wiki/Google-Summer-of-Code-Application-Guide

Also, there is an unusual amount of interest in the MVU project this
year.  I just answered another email about it here:

http://knife.lugatgt.org/pipermail/mlpack/2018-March/003697.html

Maybe that response will be helpful to you.

Thanks,

Ryan

-- 
Ryan Curtin    | "It is very cold... in space."
ryan at ratml.org |   - Khan