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<li class="navelem"><a class="el" href="namespacemlpack.html">mlpack</a></li><li class="navelem"><a class="el" href="namespacemlpack_1_1optimization.html">optimization</a></li><li class="navelem"><a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html">LRSDP</a></li> </ul>
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<div class="title">mlpack::optimization::LRSDP&lt; SDPType &gt; Class Template Reference</div> </div>
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<p><a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html" title="LRSDP is the implementation of Monteiro and Burer&#39;s formulation of low-rank semidefinite programs (LR...">LRSDP</a> is the implementation of Monteiro and Burer's formulation of low-rank semidefinite programs (LR-SDP).
<a href="classmlpack_1_1optimization_1_1LRSDP.html#details">More...</a></p>
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Inheritance diagram for mlpack::optimization::LRSDP&lt; SDPType &gt;:</div>
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<area shape="rect" id="node2" href="classmlpack_1_1optimization_1_1LRSDP.html" title="mlpack::optimization\l::LRSDP\&lt; optimization\l::SDP\&lt; arma::sp_mat \&gt; \&gt;" alt="" coords="5,124,180,180"/>
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<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:a50ad9d6cffd72ef9a612738732048fd1"><td class="memItemLeft" align="right" valign="top">&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html#a50ad9d6cffd72ef9a612738732048fd1">LRSDP</a> (const size_t numSparseConstraints, const size_t numDenseConstraints, const arma::mat &amp;initialPoint)</td></tr>
<tr class="memdesc:a50ad9d6cffd72ef9a612738732048fd1"><td class="mdescLeft">&#160;</td><td class="mdescRight">Create an <a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html" title="LRSDP is the implementation of Monteiro and Burer&#39;s formulation of low-rank semidefinite programs (LR...">LRSDP</a> to be optimized. <a href="#a50ad9d6cffd72ef9a612738732048fd1">More...</a><br /></td></tr>
<tr class="separator:a50ad9d6cffd72ef9a612738732048fd1"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a6d90de491d34cc51c7f646647192597f"><td class="memItemLeft" align="right" valign="top">&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html#a6d90de491d34cc51c7f646647192597f">LRSDP</a> (const SDPType &amp;sdp, const arma::mat &amp;initialPoint)</td></tr>
<tr class="memdesc:a6d90de491d34cc51c7f646647192597f"><td class="mdescLeft">&#160;</td><td class="mdescRight">Create an <a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html" title="LRSDP is the implementation of Monteiro and Burer&#39;s formulation of low-rank semidefinite programs (LR...">LRSDP</a> object with the given <a class="el" href="classmlpack_1_1optimization_1_1SDP.html" title="Specify an SDP in primal form. ">SDP</a> problem to be solved, and the given initial point. <a href="#a6d90de491d34cc51c7f646647192597f">More...</a><br /></td></tr>
<tr class="separator:a6d90de491d34cc51c7f646647192597f"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a15c789969d8951a7ed77a8036d80fc9e"><td class="memItemLeft" align="right" valign="top">const <a class="el" href="classmlpack_1_1optimization_1_1AugLagrangian.html">AugLagrangian</a>&lt; <a class="el" href="classmlpack_1_1optimization_1_1LRSDPFunction.html">LRSDPFunction</a>&lt; SDPType &gt; &gt; &amp;&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html#a15c789969d8951a7ed77a8036d80fc9e">AugLag</a> () const </td></tr>
<tr class="memdesc:a15c789969d8951a7ed77a8036d80fc9e"><td class="mdescLeft">&#160;</td><td class="mdescRight">Return the augmented Lagrangian object. <a href="#a15c789969d8951a7ed77a8036d80fc9e">More...</a><br /></td></tr>
<tr class="separator:a15c789969d8951a7ed77a8036d80fc9e"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:ad0d6349ee70807f0355dbcd1ca2fbd2d"><td class="memItemLeft" align="right" valign="top"><a class="el" href="classmlpack_1_1optimization_1_1AugLagrangian.html">AugLagrangian</a>&lt; <a class="el" href="classmlpack_1_1optimization_1_1LRSDPFunction.html">LRSDPFunction</a>&lt; SDPType &gt; &gt; &amp;&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html#ad0d6349ee70807f0355dbcd1ca2fbd2d">AugLag</a> ()</td></tr>
<tr class="memdesc:ad0d6349ee70807f0355dbcd1ca2fbd2d"><td class="mdescLeft">&#160;</td><td class="mdescRight">Modify the augmented Lagrangian object. <a href="#ad0d6349ee70807f0355dbcd1ca2fbd2d">More...</a><br /></td></tr>
<tr class="separator:ad0d6349ee70807f0355dbcd1ca2fbd2d"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a1034b3c6ac986793e05f467f630f42db"><td class="memItemLeft" align="right" valign="top">const <a class="el" href="classmlpack_1_1optimization_1_1LRSDPFunction.html">LRSDPFunction</a>&lt; SDPType &gt; &amp;&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html#a1034b3c6ac986793e05f467f630f42db">Function</a> () const </td></tr>
<tr class="memdesc:a1034b3c6ac986793e05f467f630f42db"><td class="mdescLeft">&#160;</td><td class="mdescRight">Return the function to be optimized. <a href="#a1034b3c6ac986793e05f467f630f42db">More...</a><br /></td></tr>
<tr class="separator:a1034b3c6ac986793e05f467f630f42db"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a77a7aa7438631ae72cb226f3f2dbe43e"><td class="memItemLeft" align="right" valign="top"><a class="el" href="classmlpack_1_1optimization_1_1LRSDPFunction.html">LRSDPFunction</a>&lt; SDPType &gt; &amp;&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html#a77a7aa7438631ae72cb226f3f2dbe43e">Function</a> ()</td></tr>
<tr class="memdesc:a77a7aa7438631ae72cb226f3f2dbe43e"><td class="mdescLeft">&#160;</td><td class="mdescRight">Modify the function to be optimized. <a href="#a77a7aa7438631ae72cb226f3f2dbe43e">More...</a><br /></td></tr>
<tr class="separator:a77a7aa7438631ae72cb226f3f2dbe43e"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a386379f846db29d31ff06a5546adc053"><td class="memItemLeft" align="right" valign="top">double&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html#a386379f846db29d31ff06a5546adc053">Optimize</a> (arma::mat &amp;coordinates)</td></tr>
<tr class="memdesc:a386379f846db29d31ff06a5546adc053"><td class="mdescLeft">&#160;</td><td class="mdescRight">Optimize the <a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html" title="LRSDP is the implementation of Monteiro and Burer&#39;s formulation of low-rank semidefinite programs (LR...">LRSDP</a> and return the final objective value. <a href="#a386379f846db29d31ff06a5546adc053">More...</a><br /></td></tr>
<tr class="separator:a386379f846db29d31ff06a5546adc053"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a26e09e9eaa890343b03d5b7471887d56"><td class="memItemLeft" align="right" valign="top">const SDPType &amp;&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html#a26e09e9eaa890343b03d5b7471887d56">SDP</a> () const </td></tr>
<tr class="memdesc:a26e09e9eaa890343b03d5b7471887d56"><td class="mdescLeft">&#160;</td><td class="mdescRight">Return the <a class="el" href="classmlpack_1_1optimization_1_1SDP.html" title="Specify an SDP in primal form. ">SDP</a> that will be solved. <a href="#a26e09e9eaa890343b03d5b7471887d56">More...</a><br /></td></tr>
<tr class="separator:a26e09e9eaa890343b03d5b7471887d56"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:ab9c8087c07c3502085c032a3b26520c9"><td class="memItemLeft" align="right" valign="top">SDPType &amp;&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html#ab9c8087c07c3502085c032a3b26520c9">SDP</a> ()</td></tr>
<tr class="memdesc:ab9c8087c07c3502085c032a3b26520c9"><td class="mdescLeft">&#160;</td><td class="mdescRight">Modify the <a class="el" href="classmlpack_1_1optimization_1_1SDP.html" title="Specify an SDP in primal form. ">SDP</a> that will be solved. <a href="#ab9c8087c07c3502085c032a3b26520c9">More...</a><br /></td></tr>
<tr class="separator:ab9c8087c07c3502085c032a3b26520c9"><td class="memSeparator" colspan="2">&#160;</td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pri-attribs"></a>
Private Attributes</h2></td></tr>
<tr class="memitem:a0d5163d202cae128398bcbdc800cb880"><td class="memItemLeft" align="right" valign="top"><a class="el" href="classmlpack_1_1optimization_1_1AugLagrangian.html">AugLagrangian</a>&lt; <a class="el" href="classmlpack_1_1optimization_1_1LRSDPFunction.html">LRSDPFunction</a>&lt; SDPType &gt; &gt;&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html#a0d5163d202cae128398bcbdc800cb880">augLag</a></td></tr>
<tr class="memdesc:a0d5163d202cae128398bcbdc800cb880"><td class="mdescLeft">&#160;</td><td class="mdescRight">The <a class="el" href="classmlpack_1_1optimization_1_1AugLagrangian.html" title="The AugLagrangian class implements the Augmented Lagrangian method of optimization. ">AugLagrangian</a> object which will be used for optimization. <a href="#a0d5163d202cae128398bcbdc800cb880">More...</a><br /></td></tr>
<tr class="separator:a0d5163d202cae128398bcbdc800cb880"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a9b0cb82cf69c0698505175fe0555921e"><td class="memItemLeft" align="right" valign="top"><a class="el" href="classmlpack_1_1optimization_1_1LRSDPFunction.html">LRSDPFunction</a>&lt; SDPType &gt;&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html#a9b0cb82cf69c0698505175fe0555921e">function</a></td></tr>
<tr class="memdesc:a9b0cb82cf69c0698505175fe0555921e"><td class="mdescLeft">&#160;</td><td class="mdescRight">Function to optimize, which the <a class="el" href="classmlpack_1_1optimization_1_1AugLagrangian.html" title="The AugLagrangian class implements the Augmented Lagrangian method of optimization. ">AugLagrangian</a> object holds. <a href="#a9b0cb82cf69c0698505175fe0555921e">More...</a><br /></td></tr>
<tr class="separator:a9b0cb82cf69c0698505175fe0555921e"><td class="memSeparator" colspan="2">&#160;</td></tr>
</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><h3>template&lt;typename SDPType&gt;<br />
class mlpack::optimization::LRSDP&lt; SDPType &gt;</h3>
<p><a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html" title="LRSDP is the implementation of Monteiro and Burer&#39;s formulation of low-rank semidefinite programs (LR...">LRSDP</a> is the implementation of Monteiro and Burer's formulation of low-rank semidefinite programs (LR-SDP). </p>
<p>This solver uses the augmented Lagrangian optimizer to solve low-rank semidefinite programs. </p>
<p>Definition at line <a class="el" href="lrsdp_8hpp_source.html#l00030">30</a> of file <a class="el" href="lrsdp_8hpp_source.html">lrsdp.hpp</a>.</p>
</div><h2 class="groupheader">Constructor &amp; Destructor Documentation</h2>
<a class="anchor" id="a50ad9d6cffd72ef9a612738732048fd1"></a>
<div class="memitem">
<div class="memproto">
<div class="memtemplate">
template&lt;typename SDPType&gt; </div>
<table class="memname">
<tr>
<td class="memname"><a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html">mlpack::optimization::LRSDP</a>&lt; SDPType &gt;::<a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html">LRSDP</a> </td>
<td>(</td>
<td class="paramtype">const size_t&#160;</td>
<td class="paramname"><em>numSparseConstraints</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const size_t&#160;</td>
<td class="paramname"><em>numDenseConstraints</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const arma::mat &amp;&#160;</td>
<td class="paramname"><em>initialPoint</em>&#160;</td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
</table>
</div><div class="memdoc">
<p>Create an <a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html" title="LRSDP is the implementation of Monteiro and Burer&#39;s formulation of low-rank semidefinite programs (LR...">LRSDP</a> to be optimized. </p>
<p>The solution will end up being a matrix of size (rows) x (rank). To construct each constraint and the objective function, use the function <a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html#ab9c8087c07c3502085c032a3b26520c9" title="Modify the SDP that will be solved. ">SDP()</a> in order to access the SDPType object associated with this optimizer.</p>
<dl class="params"><dt>Parameters</dt><dd>
<table class="params">
<tr><td class="paramname">numConstraints</td><td>Number of constraints in the problem. </td></tr>
<tr><td class="paramname">initialPoint</td><td>Initial point of the optimization. </td></tr>
</table>
</dd>
</dl>
</div>
</div>
<a class="anchor" id="a6d90de491d34cc51c7f646647192597f"></a>
<div class="memitem">
<div class="memproto">
<div class="memtemplate">
template&lt;typename SDPType&gt; </div>
<table class="memname">
<tr>
<td class="memname"><a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html">mlpack::optimization::LRSDP</a>&lt; SDPType &gt;::<a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html">LRSDP</a> </td>
<td>(</td>
<td class="paramtype">const SDPType &amp;&#160;</td>
<td class="paramname"><em>sdp</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const arma::mat &amp;&#160;</td>
<td class="paramname"><em>initialPoint</em>&#160;</td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
</tr>
</table>
</div><div class="memdoc">
<p>Create an <a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html" title="LRSDP is the implementation of Monteiro and Burer&#39;s formulation of low-rank semidefinite programs (LR...">LRSDP</a> object with the given <a class="el" href="classmlpack_1_1optimization_1_1SDP.html" title="Specify an SDP in primal form. ">SDP</a> problem to be solved, and the given initial point. </p>
<p>Note that the <a class="el" href="classmlpack_1_1optimization_1_1SDP.html" title="Specify an SDP in primal form. ">SDP</a> may be modified later by calling <a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html#ab9c8087c07c3502085c032a3b26520c9" title="Modify the SDP that will be solved. ">SDP()</a> to access the object.</p>
<dl class="params"><dt>Parameters</dt><dd>
<table class="params">
<tr><td class="paramname">sdp</td><td><a class="el" href="classmlpack_1_1optimization_1_1SDP.html" title="Specify an SDP in primal form. ">SDP</a> to be solved. </td></tr>
<tr><td class="paramname">initialPoint</td><td>Initial point of the optimization. </td></tr>
</table>
</dd>
</dl>
</div>
</div>
<h2 class="groupheader">Member Function Documentation</h2>
<a class="anchor" id="a15c789969d8951a7ed77a8036d80fc9e"></a>
<div class="memitem">
<div class="memproto">
<div class="memtemplate">
template&lt;typename SDPType&gt; </div>
<table class="mlabels">
<tr>
<td class="mlabels-left">
<table class="memname">
<tr>
<td class="memname">const <a class="el" href="classmlpack_1_1optimization_1_1AugLagrangian.html">AugLagrangian</a>&lt;<a class="el" href="classmlpack_1_1optimization_1_1LRSDPFunction.html">LRSDPFunction</a>&lt;SDPType&gt; &gt;&amp; <a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html">mlpack::optimization::LRSDP</a>&lt; SDPType &gt;::AugLag </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const</td>
</tr>
</table>
</td>
<td class="mlabels-right">
<span class="mlabels"><span class="mlabel">inline</span></span> </td>
</tr>
</table>
</div><div class="memdoc">
<p>Return the augmented Lagrangian object. </p>
<p>Definition at line <a class="el" href="lrsdp_8hpp_source.html#l00076">76</a> of file <a class="el" href="lrsdp_8hpp_source.html">lrsdp.hpp</a>.</p>
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<td class="memname"><a class="el" href="classmlpack_1_1optimization_1_1AugLagrangian.html">AugLagrangian</a>&lt;<a class="el" href="classmlpack_1_1optimization_1_1LRSDPFunction.html">LRSDPFunction</a>&lt;SDPType&gt; &gt;&amp; <a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html">mlpack::optimization::LRSDP</a>&lt; SDPType &gt;::AugLag </td>
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<p>Modify the augmented Lagrangian object. </p>
<p>Definition at line <a class="el" href="lrsdp_8hpp_source.html#l00078">78</a> of file <a class="el" href="lrsdp_8hpp_source.html">lrsdp.hpp</a>.</p>
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<td class="memname">const <a class="el" href="classmlpack_1_1optimization_1_1LRSDPFunction.html">LRSDPFunction</a>&lt;SDPType&gt;&amp; <a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html">mlpack::optimization::LRSDP</a>&lt; SDPType &gt;::Function </td>
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<p>Return the function to be optimized. </p>
<p>Definition at line <a class="el" href="lrsdp_8hpp_source.html#l00071">71</a> of file <a class="el" href="lrsdp_8hpp_source.html">lrsdp.hpp</a>.</p>
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<td class="memname"><a class="el" href="classmlpack_1_1optimization_1_1LRSDPFunction.html">LRSDPFunction</a>&lt;SDPType&gt;&amp; <a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html">mlpack::optimization::LRSDP</a>&lt; SDPType &gt;::Function </td>
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<p>Modify the function to be optimized. </p>
<p>Definition at line <a class="el" href="lrsdp_8hpp_source.html#l00073">73</a> of file <a class="el" href="lrsdp_8hpp_source.html">lrsdp.hpp</a>.</p>
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<p>Optimize the <a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html" title="LRSDP is the implementation of Monteiro and Burer&#39;s formulation of low-rank semidefinite programs (LR...">LRSDP</a> and return the final objective value. </p>
<p>The given coordinates will be modified to contain the final solution.</p>
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<p>Return the <a class="el" href="classmlpack_1_1optimization_1_1SDP.html" title="Specify an SDP in primal form. ">SDP</a> that will be solved. </p>
<p>Definition at line <a class="el" href="lrsdp_8hpp_source.html#l00066">66</a> of file <a class="el" href="lrsdp_8hpp_source.html">lrsdp.hpp</a>.</p>
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<p>Modify the <a class="el" href="classmlpack_1_1optimization_1_1SDP.html" title="Specify an SDP in primal form. ">SDP</a> that will be solved. </p>
<p>Definition at line <a class="el" href="lrsdp_8hpp_source.html#l00068">68</a> of file <a class="el" href="lrsdp_8hpp_source.html">lrsdp.hpp</a>.</p>
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<h2 class="groupheader">Member Data Documentation</h2>
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<td class="memname"><a class="el" href="classmlpack_1_1optimization_1_1AugLagrangian.html">AugLagrangian</a>&lt;<a class="el" href="classmlpack_1_1optimization_1_1LRSDPFunction.html">LRSDPFunction</a>&lt;SDPType&gt; &gt; <a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html">mlpack::optimization::LRSDP</a>&lt; SDPType &gt;::augLag</td>
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<p>The <a class="el" href="classmlpack_1_1optimization_1_1AugLagrangian.html" title="The AugLagrangian class implements the Augmented Lagrangian method of optimization. ">AugLagrangian</a> object which will be used for optimization. </p>
<p>Definition at line <a class="el" href="lrsdp_8hpp_source.html#l00085">85</a> of file <a class="el" href="lrsdp_8hpp_source.html">lrsdp.hpp</a>.</p>
<p>Referenced by <a class="el" href="lrsdp_8hpp_source.html#l00076">mlpack::optimization::LRSDP&lt; optimization::SDP&lt; arma::sp_mat &gt; &gt;::AugLag()</a>.</p>
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<td class="memname"><a class="el" href="classmlpack_1_1optimization_1_1LRSDPFunction.html">LRSDPFunction</a>&lt;SDPType&gt; <a class="el" href="classmlpack_1_1optimization_1_1LRSDP.html">mlpack::optimization::LRSDP</a>&lt; SDPType &gt;::function</td>
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<p>Function to optimize, which the <a class="el" href="classmlpack_1_1optimization_1_1AugLagrangian.html" title="The AugLagrangian class implements the Augmented Lagrangian method of optimization. ">AugLagrangian</a> object holds. </p>
<p>Definition at line <a class="el" href="lrsdp_8hpp_source.html#l00082">82</a> of file <a class="el" href="lrsdp_8hpp_source.html">lrsdp.hpp</a>.</p>
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<hr/>The documentation for this class was generated from the following file:<ul>
<li>src/mlpack/core/optimizers/sdp/<a class="el" href="lrsdp_8hpp_source.html">lrsdp.hpp</a></li>
</ul>
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