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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_1PrimalDualSolver.html">PrimalDualSolver</a></li> </ul>
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<a href="#pub-methods">Public Member Functions</a> &#124;
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<div class="title">mlpack::optimization::PrimalDualSolver&lt; SDPType &gt; Class Template Reference</div> </div>
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<p>Interface to a primal dual interior point solver.
<a href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#details">More...</a></p>
<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:a2b8f2dab20e28d1cf28d124ddfe0effe"><td class="memItemLeft" align="right" valign="top">&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a2b8f2dab20e28d1cf28d124ddfe0effe">PrimalDualSolver</a> (const SDPType &amp;<a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a001a677d6b1bd4b3b66bb9cbdaa947d6">sdp</a>)</td></tr>
<tr class="memdesc:a2b8f2dab20e28d1cf28d124ddfe0effe"><td class="mdescLeft">&#160;</td><td class="mdescRight">Construct a new solver instance from a given <a class="el" href="classmlpack_1_1optimization_1_1SDP.html" title="Specify an SDP in primal form. ">SDP</a> instance. <a href="#a2b8f2dab20e28d1cf28d124ddfe0effe">More...</a><br /></td></tr>
<tr class="separator:a2b8f2dab20e28d1cf28d124ddfe0effe"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a50ec9844e9223454f2a288ff356d1c18"><td class="memItemLeft" align="right" valign="top">&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a50ec9844e9223454f2a288ff356d1c18">PrimalDualSolver</a> (const SDPType &amp;<a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a001a677d6b1bd4b3b66bb9cbdaa947d6">sdp</a>, const arma::mat &amp;<a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a2854930b92679395a601385efdb58067">initialX</a>, const arma::vec &amp;initialYSparse, const arma::vec &amp;initialYDense, const arma::mat &amp;<a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a9000addef1c46c78338d4bcfcdd8deb7">initialZ</a>)</td></tr>
<tr class="memdesc:a50ec9844e9223454f2a288ff356d1c18"><td class="mdescLeft">&#160;</td><td class="mdescRight">Construct a new solver instance from a given <a class="el" href="classmlpack_1_1optimization_1_1SDP.html" title="Specify an SDP in primal form. ">SDP</a> instance. <a href="#a50ec9844e9223454f2a288ff356d1c18">More...</a><br /></td></tr>
<tr class="separator:a50ec9844e9223454f2a288ff356d1c18"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a4c92fce4021cf0ec04c44eb3b08ed852"><td class="memItemLeft" align="right" valign="top">double &amp;&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a4c92fce4021cf0ec04c44eb3b08ed852">DualInfeasTol</a> ()</td></tr>
<tr class="memdesc:a4c92fce4021cf0ec04c44eb3b08ed852"><td class="mdescLeft">&#160;</td><td class="mdescRight">Modify the dual infeasibility tolerance. <a href="#a4c92fce4021cf0ec04c44eb3b08ed852">More...</a><br /></td></tr>
<tr class="separator:a4c92fce4021cf0ec04c44eb3b08ed852"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a333a28a17f38978901c0f2e07ca3bf75"><td class="memItemLeft" align="right" valign="top">size_t &amp;&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a333a28a17f38978901c0f2e07ca3bf75">MaxIterations</a> ()</td></tr>
<tr class="memdesc:a333a28a17f38978901c0f2e07ca3bf75"><td class="mdescLeft">&#160;</td><td class="mdescRight">Modify the maximum number of iterations to run before converging. <a href="#a333a28a17f38978901c0f2e07ca3bf75">More...</a><br /></td></tr>
<tr class="separator:a333a28a17f38978901c0f2e07ca3bf75"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:ab03ba4d6bd9410304c97e9c1c3bb40d5"><td class="memItemLeft" align="right" valign="top">double &amp;&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#ab03ba4d6bd9410304c97e9c1c3bb40d5">NormXzTol</a> ()</td></tr>
<tr class="memdesc:ab03ba4d6bd9410304c97e9c1c3bb40d5"><td class="mdescLeft">&#160;</td><td class="mdescRight">Modify the XZ tolerance. <a href="#ab03ba4d6bd9410304c97e9c1c3bb40d5">More...</a><br /></td></tr>
<tr class="separator:ab03ba4d6bd9410304c97e9c1c3bb40d5"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a1c206573e24bd9e22b0727b4ebc9c95d"><td class="memItemLeft" align="right" valign="top">double&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a1c206573e24bd9e22b0727b4ebc9c95d">Optimize</a> (arma::mat &amp;X, arma::vec &amp;ySparse, arma::vec &amp;yDense, arma::mat &amp;Z)</td></tr>
<tr class="memdesc:a1c206573e24bd9e22b0727b4ebc9c95d"><td class="mdescLeft">&#160;</td><td class="mdescRight">Invoke the optimization procedure, returning the converged values for the primal and dual variables. <a href="#a1c206573e24bd9e22b0727b4ebc9c95d">More...</a><br /></td></tr>
<tr class="separator:a1c206573e24bd9e22b0727b4ebc9c95d"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:aa3085518065fd6dbdf7033fab5c35f1d"><td class="memItemLeft" align="right" valign="top">double&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#aa3085518065fd6dbdf7033fab5c35f1d">Optimize</a> (arma::mat &amp;X)</td></tr>
<tr class="memdesc:aa3085518065fd6dbdf7033fab5c35f1d"><td class="mdescLeft">&#160;</td><td class="mdescRight">Invoke the optimization procedure, and only return the primal variable. <a href="#aa3085518065fd6dbdf7033fab5c35f1d">More...</a><br /></td></tr>
<tr class="separator:aa3085518065fd6dbdf7033fab5c35f1d"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a38bb0293d78d16834e907885d9db6e00"><td class="memItemLeft" align="right" valign="top">double &amp;&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a38bb0293d78d16834e907885d9db6e00">PrimalInfeasTol</a> ()</td></tr>
<tr class="memdesc:a38bb0293d78d16834e907885d9db6e00"><td class="mdescLeft">&#160;</td><td class="mdescRight">Modify the primal infeasibility tolerance. <a href="#a38bb0293d78d16834e907885d9db6e00">More...</a><br /></td></tr>
<tr class="separator:a38bb0293d78d16834e907885d9db6e00"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a033299033ac2821dca98262dbbcaa181"><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_1PrimalDualSolver.html#a033299033ac2821dca98262dbbcaa181">SDP</a> () const </td></tr>
<tr class="memdesc:a033299033ac2821dca98262dbbcaa181"><td class="mdescLeft">&#160;</td><td class="mdescRight">Return the underlying <a class="el" href="classmlpack_1_1optimization_1_1SDP.html" title="Specify an SDP in primal form. ">SDP</a> instance. <a href="#a033299033ac2821dca98262dbbcaa181">More...</a><br /></td></tr>
<tr class="separator:a033299033ac2821dca98262dbbcaa181"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a2a0d3d0f996e01f71b8cf57db7af8353"><td class="memItemLeft" align="right" valign="top">double &amp;&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a2a0d3d0f996e01f71b8cf57db7af8353">Tau</a> ()</td></tr>
<tr class="memdesc:a2a0d3d0f996e01f71b8cf57db7af8353"><td class="mdescLeft">&#160;</td><td class="mdescRight">Modify tau. Typical values are 0.99. <a href="#a2a0d3d0f996e01f71b8cf57db7af8353">More...</a><br /></td></tr>
<tr class="separator:a2a0d3d0f996e01f71b8cf57db7af8353"><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:a82b2ad3188697f30fc17ae128d6a7368"><td class="memItemLeft" align="right" valign="top">double&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a82b2ad3188697f30fc17ae128d6a7368">dualInfeasTol</a></td></tr>
<tr class="memdesc:a82b2ad3188697f30fc17ae128d6a7368"><td class="mdescLeft">&#160;</td><td class="mdescRight">The tolerance required on the dual constraint required before terminating. <a href="#a82b2ad3188697f30fc17ae128d6a7368">More...</a><br /></td></tr>
<tr class="separator:a82b2ad3188697f30fc17ae128d6a7368"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a2854930b92679395a601385efdb58067"><td class="memItemLeft" align="right" valign="top">arma::mat&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a2854930b92679395a601385efdb58067">initialX</a></td></tr>
<tr class="memdesc:a2854930b92679395a601385efdb58067"><td class="mdescLeft">&#160;</td><td class="mdescRight">Starting point for X. Needs to be positive definite. <a href="#a2854930b92679395a601385efdb58067">More...</a><br /></td></tr>
<tr class="separator:a2854930b92679395a601385efdb58067"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:af2da947fda6107bbce8bb790a69f5459"><td class="memItemLeft" align="right" valign="top">arma::vec&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#af2da947fda6107bbce8bb790a69f5459">initialYdense</a></td></tr>
<tr class="memdesc:af2da947fda6107bbce8bb790a69f5459"><td class="mdescLeft">&#160;</td><td class="mdescRight">Starting lagrange multiplier for the sparse constraints. <a href="#af2da947fda6107bbce8bb790a69f5459">More...</a><br /></td></tr>
<tr class="separator:af2da947fda6107bbce8bb790a69f5459"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:af5f4e47cac97884d13a8a21c003924e0"><td class="memItemLeft" align="right" valign="top">arma::vec&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#af5f4e47cac97884d13a8a21c003924e0">initialYsparse</a></td></tr>
<tr class="memdesc:af5f4e47cac97884d13a8a21c003924e0"><td class="mdescLeft">&#160;</td><td class="mdescRight">Starting lagrange multiplier for the sparse constraints. <a href="#af5f4e47cac97884d13a8a21c003924e0">More...</a><br /></td></tr>
<tr class="separator:af5f4e47cac97884d13a8a21c003924e0"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a9000addef1c46c78338d4bcfcdd8deb7"><td class="memItemLeft" align="right" valign="top">arma::mat&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a9000addef1c46c78338d4bcfcdd8deb7">initialZ</a></td></tr>
<tr class="memdesc:a9000addef1c46c78338d4bcfcdd8deb7"><td class="mdescLeft">&#160;</td><td class="mdescRight">Starting point for Z, the complementary slack variable. Needs to be. <a href="#a9000addef1c46c78338d4bcfcdd8deb7">More...</a><br /></td></tr>
<tr class="separator:a9000addef1c46c78338d4bcfcdd8deb7"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:ac0ed7292934a8ad2f112de797664aa0f"><td class="memItemLeft" align="right" valign="top">size_t&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#ac0ed7292934a8ad2f112de797664aa0f">maxIterations</a></td></tr>
<tr class="memdesc:ac0ed7292934a8ad2f112de797664aa0f"><td class="mdescLeft">&#160;</td><td class="mdescRight">Maximum number of iterations to run. Set to 0 for no limit. <a href="#ac0ed7292934a8ad2f112de797664aa0f">More...</a><br /></td></tr>
<tr class="separator:ac0ed7292934a8ad2f112de797664aa0f"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:ab1756a2105a95c53049f7b0ee45692b3"><td class="memItemLeft" align="right" valign="top">double&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#ab1756a2105a95c53049f7b0ee45692b3">normXzTol</a></td></tr>
<tr class="memdesc:ab1756a2105a95c53049f7b0ee45692b3"><td class="mdescLeft">&#160;</td><td class="mdescRight">The tolerance on the norm of XZ required before terminating. <a href="#ab1756a2105a95c53049f7b0ee45692b3">More...</a><br /></td></tr>
<tr class="separator:ab1756a2105a95c53049f7b0ee45692b3"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a69d0d89d4741fdc7068d58bcd21f0d60"><td class="memItemLeft" align="right" valign="top">double&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a69d0d89d4741fdc7068d58bcd21f0d60">primalInfeasTol</a></td></tr>
<tr class="memdesc:a69d0d89d4741fdc7068d58bcd21f0d60"><td class="mdescLeft">&#160;</td><td class="mdescRight">The tolerance required on the primal constraints required before terminating. <a href="#a69d0d89d4741fdc7068d58bcd21f0d60">More...</a><br /></td></tr>
<tr class="separator:a69d0d89d4741fdc7068d58bcd21f0d60"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a001a677d6b1bd4b3b66bb9cbdaa947d6"><td class="memItemLeft" align="right" valign="top">SDPType&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a001a677d6b1bd4b3b66bb9cbdaa947d6">sdp</a></td></tr>
<tr class="memdesc:a001a677d6b1bd4b3b66bb9cbdaa947d6"><td class="mdescLeft">&#160;</td><td class="mdescRight">The <a class="el" href="classmlpack_1_1optimization_1_1SDP.html" title="Specify an SDP in primal form. ">SDP</a> problem instance to optimize. <a href="#a001a677d6b1bd4b3b66bb9cbdaa947d6">More...</a><br /></td></tr>
<tr class="separator:a001a677d6b1bd4b3b66bb9cbdaa947d6"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a876bc15f99166d33691b6c3c68d87677"><td class="memItemLeft" align="right" valign="top">double&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a876bc15f99166d33691b6c3c68d87677">tau</a></td></tr>
<tr class="memdesc:a876bc15f99166d33691b6c3c68d87677"><td class="mdescLeft">&#160;</td><td class="mdescRight">The step size modulating factor. Needs to be a scalar in (0, 1). <a href="#a876bc15f99166d33691b6c3c68d87677">More...</a><br /></td></tr>
<tr class="separator:a876bc15f99166d33691b6c3c68d87677"><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::PrimalDualSolver&lt; SDPType &gt;</h3>
<p>Interface to a primal dual interior point solver. </p>
<dl class="tparams"><dt>Template Parameters</dt><dd>
<table class="tparams">
<tr><td class="paramname">SDPType</td><td></td></tr>
</table>
</dd>
</dl>
<p>Definition at line <a class="el" href="primal__dual_8hpp_source.html#l00026">26</a> of file <a class="el" href="primal__dual_8hpp_source.html">primal_dual.hpp</a>.</p>
</div><h2 class="groupheader">Constructor &amp; Destructor Documentation</h2>
<a class="anchor" id="a2b8f2dab20e28d1cf28d124ddfe0effe"></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_1PrimalDualSolver.html">mlpack::optimization::PrimalDualSolver</a>&lt; SDPType &gt;::<a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html">PrimalDualSolver</a> </td>
<td>(</td>
<td class="paramtype">const SDPType &amp;&#160;</td>
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<td></td>
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<p>Construct a new solver instance from a given <a class="el" href="classmlpack_1_1optimization_1_1SDP.html" title="Specify an SDP in primal form. ">SDP</a> instance. </p>
<p>Uses a random, positive initialization point.</p>
<dl class="params"><dt>Parameters</dt><dd>
<table class="params">
<tr><td class="paramname">sdp</td><td>Initialized <a class="el" href="classmlpack_1_1optimization_1_1SDP.html" title="Specify an SDP in primal form. ">SDP</a> to be solved. </td></tr>
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</dd>
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<td class="memname"><a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html">mlpack::optimization::PrimalDualSolver</a>&lt; SDPType &gt;::<a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html">PrimalDualSolver</a> </td>
<td>(</td>
<td class="paramtype">const SDPType &amp;&#160;</td>
<td class="paramname"><em>sdp</em>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const arma::mat &amp;&#160;</td>
<td class="paramname"><em>initialX</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const arma::vec &amp;&#160;</td>
<td class="paramname"><em>initialYSparse</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const arma::vec &amp;&#160;</td>
<td class="paramname"><em>initialYDense</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const arma::mat &amp;&#160;</td>
<td class="paramname"><em>initialZ</em>&#160;</td>
</tr>
<tr>
<td></td>
<td>)</td>
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<p>Construct a new solver instance from a given <a class="el" href="classmlpack_1_1optimization_1_1SDP.html" title="Specify an SDP in primal form. ">SDP</a> instance. </p>
<p>Uses a random, positive initialization point. Both initialX and initialZ need to be positive definite matrices.</p>
<dl class="params"><dt>Parameters</dt><dd>
<table class="params">
<tr><td class="paramname">sdp</td><td>Initialized <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">initialX</td><td></td></tr>
<tr><td class="paramname">initialYSparse</td><td></td></tr>
<tr><td class="paramname">initialYDense</td><td></td></tr>
<tr><td class="paramname">initialZ</td><td></td></tr>
</table>
</dd>
</dl>
</div>
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<h2 class="groupheader">Member Function Documentation</h2>
<a class="anchor" id="a4c92fce4021cf0ec04c44eb3b08ed852"></a>
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<td class="memname">double&amp; <a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html">mlpack::optimization::PrimalDualSolver</a>&lt; SDPType &gt;::DualInfeasTol </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
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<p>Modify the dual infeasibility tolerance. </p>
<p>Definition at line <a class="el" href="primal__dual_8hpp_source.html#l00093">93</a> of file <a class="el" href="primal__dual_8hpp_source.html">primal_dual.hpp</a>.</p>
<p>References <a class="el" href="primal__dual_8hpp_source.html#l00126">mlpack::optimization::PrimalDualSolver&lt; SDPType &gt;::dualInfeasTol</a>.</p>
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<td class="memname">size_t&amp; <a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html">mlpack::optimization::PrimalDualSolver</a>&lt; SDPType &gt;::MaxIterations </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td></td>
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<p>Modify the maximum number of iterations to run before converging. </p>
<p>Definition at line <a class="el" href="primal__dual_8hpp_source.html#l00096">96</a> of file <a class="el" href="primal__dual_8hpp_source.html">primal_dual.hpp</a>.</p>
<p>References <a class="el" href="primal__dual_8hpp_source.html#l00129">mlpack::optimization::PrimalDualSolver&lt; SDPType &gt;::maxIterations</a>.</p>
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<td class="memname">double&amp; <a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html">mlpack::optimization::PrimalDualSolver</a>&lt; SDPType &gt;::NormXzTol </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
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<p>Modify the XZ tolerance. </p>
<p>Definition at line <a class="el" href="primal__dual_8hpp_source.html#l00087">87</a> of file <a class="el" href="primal__dual_8hpp_source.html">primal_dual.hpp</a>.</p>
<p>References <a class="el" href="primal__dual_8hpp_source.html#l00119">mlpack::optimization::PrimalDualSolver&lt; SDPType &gt;::normXzTol</a>.</p>
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<td class="memname">double <a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html">mlpack::optimization::PrimalDualSolver</a>&lt; SDPType &gt;::Optimize </td>
<td>(</td>
<td class="paramtype">arma::mat &amp;&#160;</td>
<td class="paramname"><em>X</em>, </td>
</tr>
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<td class="paramkey"></td>
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<td class="paramtype">arma::vec &amp;&#160;</td>
<td class="paramname"><em>ySparse</em>, </td>
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<tr>
<td class="paramkey"></td>
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<td class="paramtype">arma::vec &amp;&#160;</td>
<td class="paramname"><em>yDense</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">arma::mat &amp;&#160;</td>
<td class="paramname"><em>Z</em>&#160;</td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
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<p>Invoke the optimization procedure, returning the converged values for the primal and dual variables. </p>
<dl class="params"><dt>Parameters</dt><dd>
<table class="params">
<tr><td class="paramname">X</td><td></td></tr>
<tr><td class="paramname">ySparse</td><td></td></tr>
<tr><td class="paramname">yDense</td><td></td></tr>
<tr><td class="paramname">Z</td><td></td></tr>
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</dd>
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<p>Referenced by <a class="el" href="primal__dual_8hpp_source.html#l00073">mlpack::optimization::PrimalDualSolver&lt; SDPType &gt;::Optimize()</a>.</p>
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<td class="memname">double <a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html">mlpack::optimization::PrimalDualSolver</a>&lt; SDPType &gt;::Optimize </td>
<td>(</td>
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<td class="paramname"><em>X</em></td><td>)</td>
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<p>Invoke the optimization procedure, and only return the primal variable. </p>
<dl class="params"><dt>Parameters</dt><dd>
<table class="params">
<tr><td class="paramname">X</td><td></td></tr>
</table>
</dd>
</dl>
<p>Definition at line <a class="el" href="primal__dual_8hpp_source.html#l00073">73</a> of file <a class="el" href="primal__dual_8hpp_source.html">primal_dual.hpp</a>.</p>
<p>References <a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a1c206573e24bd9e22b0727b4ebc9c95d">mlpack::optimization::PrimalDualSolver&lt; SDPType &gt;::Optimize()</a>.</p>
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<td class="memname">double&amp; <a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html">mlpack::optimization::PrimalDualSolver</a>&lt; SDPType &gt;::PrimalInfeasTol </td>
<td>(</td>
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<p>Modify the primal infeasibility tolerance. </p>
<p>Definition at line <a class="el" href="primal__dual_8hpp_source.html#l00090">90</a> of file <a class="el" href="primal__dual_8hpp_source.html">primal_dual.hpp</a>.</p>
<p>References <a class="el" href="primal__dual_8hpp_source.html#l00123">mlpack::optimization::PrimalDualSolver&lt; SDPType &gt;::primalInfeasTol</a>.</p>
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<td class="memname">const SDPType&amp; <a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html">mlpack::optimization::PrimalDualSolver</a>&lt; SDPType &gt;::<a class="el" href="classmlpack_1_1optimization_1_1SDP.html">SDP</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const</td>
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<p>Return the underlying <a class="el" href="classmlpack_1_1optimization_1_1SDP.html" title="Specify an SDP in primal form. ">SDP</a> instance. </p>
<p>Definition at line <a class="el" href="primal__dual_8hpp_source.html#l00081">81</a> of file <a class="el" href="primal__dual_8hpp_source.html">primal_dual.hpp</a>.</p>
<p>References <a class="el" href="primal__dual_8hpp_source.html#l00100">mlpack::optimization::PrimalDualSolver&lt; SDPType &gt;::sdp</a>.</p>
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<td class="memname">double&amp; <a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html">mlpack::optimization::PrimalDualSolver</a>&lt; SDPType &gt;::Tau </td>
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<p>Modify tau. Typical values are 0.99. </p>
<p>Definition at line <a class="el" href="primal__dual_8hpp_source.html#l00084">84</a> of file <a class="el" href="primal__dual_8hpp_source.html">primal_dual.hpp</a>.</p>
<p>References <a class="el" href="primal__dual_8hpp_source.html#l00116">mlpack::optimization::PrimalDualSolver&lt; SDPType &gt;::tau</a>.</p>
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<h2 class="groupheader">Member Data Documentation</h2>
<a class="anchor" id="a82b2ad3188697f30fc17ae128d6a7368"></a>
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<td class="memname">double <a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html">mlpack::optimization::PrimalDualSolver</a>&lt; SDPType &gt;::dualInfeasTol</td>
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<p>The tolerance required on the dual constraint required before terminating. </p>
<p>Definition at line <a class="el" href="primal__dual_8hpp_source.html#l00126">126</a> of file <a class="el" href="primal__dual_8hpp_source.html">primal_dual.hpp</a>.</p>
<p>Referenced by <a class="el" href="primal__dual_8hpp_source.html#l00093">mlpack::optimization::PrimalDualSolver&lt; SDPType &gt;::DualInfeasTol()</a>.</p>
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<p>Starting point for X. Needs to be positive definite. </p>
<p>Definition at line <a class="el" href="primal__dual_8hpp_source.html#l00103">103</a> of file <a class="el" href="primal__dual_8hpp_source.html">primal_dual.hpp</a>.</p>
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<p>Starting lagrange multiplier for the sparse constraints. </p>
<p>Definition at line <a class="el" href="primal__dual_8hpp_source.html#l00109">109</a> of file <a class="el" href="primal__dual_8hpp_source.html">primal_dual.hpp</a>.</p>
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<p>Starting lagrange multiplier for the sparse constraints. </p>
<p>Definition at line <a class="el" href="primal__dual_8hpp_source.html#l00106">106</a> of file <a class="el" href="primal__dual_8hpp_source.html">primal_dual.hpp</a>.</p>
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<p>Starting point for Z, the complementary slack variable. Needs to be. </p>
<p>Definition at line <a class="el" href="primal__dual_8hpp_source.html#l00113">113</a> of file <a class="el" href="primal__dual_8hpp_source.html">primal_dual.hpp</a>.</p>
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<td class="memname">size_t <a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html">mlpack::optimization::PrimalDualSolver</a>&lt; SDPType &gt;::maxIterations</td>
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<p>Maximum number of iterations to run. Set to 0 for no limit. </p>
<p>Definition at line <a class="el" href="primal__dual_8hpp_source.html#l00129">129</a> of file <a class="el" href="primal__dual_8hpp_source.html">primal_dual.hpp</a>.</p>
<p>Referenced by <a class="el" href="primal__dual_8hpp_source.html#l00096">mlpack::optimization::PrimalDualSolver&lt; SDPType &gt;::MaxIterations()</a>.</p>
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<p>The tolerance on the norm of XZ required before terminating. </p>
<p>Definition at line <a class="el" href="primal__dual_8hpp_source.html#l00119">119</a> of file <a class="el" href="primal__dual_8hpp_source.html">primal_dual.hpp</a>.</p>
<p>Referenced by <a class="el" href="primal__dual_8hpp_source.html#l00087">mlpack::optimization::PrimalDualSolver&lt; SDPType &gt;::NormXzTol()</a>.</p>
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<p>The tolerance required on the primal constraints required before terminating. </p>
<p>Definition at line <a class="el" href="primal__dual_8hpp_source.html#l00123">123</a> of file <a class="el" href="primal__dual_8hpp_source.html">primal_dual.hpp</a>.</p>
<p>Referenced by <a class="el" href="primal__dual_8hpp_source.html#l00090">mlpack::optimization::PrimalDualSolver&lt; SDPType &gt;::PrimalInfeasTol()</a>.</p>
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<td class="memname">SDPType <a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html">mlpack::optimization::PrimalDualSolver</a>&lt; SDPType &gt;::sdp</td>
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<p>The <a class="el" href="classmlpack_1_1optimization_1_1SDP.html" title="Specify an SDP in primal form. ">SDP</a> problem instance to optimize. </p>
<p>Definition at line <a class="el" href="primal__dual_8hpp_source.html#l00100">100</a> of file <a class="el" href="primal__dual_8hpp_source.html">primal_dual.hpp</a>.</p>
<p>Referenced by <a class="el" href="primal__dual_8hpp_source.html#l00081">mlpack::optimization::PrimalDualSolver&lt; SDPType &gt;::SDP()</a>.</p>
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<td class="memname">double <a class="el" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html">mlpack::optimization::PrimalDualSolver</a>&lt; SDPType &gt;::tau</td>
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<p>The step size modulating factor. Needs to be a scalar in (0, 1). </p>
<p>Definition at line <a class="el" href="primal__dual_8hpp_source.html#l00116">116</a> of file <a class="el" href="primal__dual_8hpp_source.html">primal_dual.hpp</a>.</p>
<p>Referenced by <a class="el" href="primal__dual_8hpp_source.html#l00084">mlpack::optimization::PrimalDualSolver&lt; SDPType &gt;::Tau()</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="primal__dual_8hpp_source.html">primal_dual.hpp</a></li>
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