Add a note that this does not work.

src/mlpack/methods/mvu/mvu.cpp

@@ -3,6 +3,8 @@
  * @author Ryan Curtin
  *
  * Implementation of the MVU class and its auxiliary objective function class.
+ *
+ * Note: this implementation of MVU does not work.  See #189.
  */
 #include "mvu.hpp"
 

src/mlpack/methods/mvu/mvu.hpp

@@ -6,6 +6,8 @@
  * class as well as a class representing the objective function (a semidefinite
  * program) which MVU seeks to minimize.  Minimization is performed by the
  * Augmented Lagrangian optimizer (which in turn uses the L-BFGS optimizer).
+ *
+ * Note: this implementation of MVU does not work.  See #189.
  */
 #ifndef __MLPACK_METHODS_MVU_MVU_HPP
 #define __MLPACK_METHODS_MVU_MVU_HPP

src/mlpack/methods/mvu/mvu_main.cpp

@@ -3,6 +3,8 @@
  * @author Ryan Curtin
  *
  * Executable for MVU.
+ *
+ * Note: this implementation of MVU does not work.  See #189.
  */
 #include <mlpack/core.hpp>
 #include "mvu.hpp"