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<a href="lrsdp_8hpp.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno"> 1</span> </div><div class="line"><a name="l00013"></a><span class="lineno"> 13</span> <span class="preprocessor">#ifndef MLPACK_CORE_OPTIMIZERS_SDP_LRSDP_HPP</span></div><div class="line"><a name="l00014"></a><span class="lineno"> 14</span> <span class="preprocessor">#define MLPACK_CORE_OPTIMIZERS_SDP_LRSDP_HPP</span></div><div class="line"><a name="l00015"></a><span class="lineno"> 15</span> </div><div class="line"><a name="l00016"></a><span class="lineno"> 16</span> <span class="preprocessor">#include <<a class="code" href="prereqs_8hpp.html">mlpack/prereqs.hpp</a>></span></div><div class="line"><a name="l00017"></a><span class="lineno"> 17</span> <span class="preprocessor">#include <<a class="code" href="aug__lagrangian_8hpp.html">mlpack/core/optimizers/aug_lagrangian/aug_lagrangian.hpp</a>></span></div><div class="line"><a name="l00018"></a><span class="lineno"> 18</span> </div><div class="line"><a name="l00019"></a><span class="lineno"> 19</span> <span class="preprocessor">#include "<a class="code" href="lrsdp__function_8hpp.html">lrsdp_function.hpp</a>"</span></div><div class="line"><a name="l00020"></a><span class="lineno"> 20</span> </div><div class="line"><a name="l00021"></a><span class="lineno"> 21</span> <span class="keyword">namespace </span><a class="code" href="namespacemlpack.html">mlpack</a> {</div><div class="line"><a name="l00022"></a><span class="lineno"> 22</span> <span class="keyword">namespace </span>optimization {</div><div class="line"><a name="l00023"></a><span class="lineno"> 23</span> </div><div class="line"><a name="l00029"></a><span class="lineno"> 29</span> <span class="keyword">template</span> <<span class="keyword">typename</span> SDPType></div><div class="line"><a name="l00030"></a><span class="lineno"><a class="line" href="classmlpack_1_1optimization_1_1LRSDP.html"> 30</a></span> <span class="keyword">class </span><a class="code" href="classmlpack_1_1optimization_1_1LRSDP.html">LRSDP</a></div><div class="line"><a name="l00031"></a><span class="lineno"> 31</span> {</div><div class="line"><a name="l00032"></a><span class="lineno"> 32</span>  <span class="keyword">public</span>:</div><div class="line"><a name="l00042"></a><span class="lineno"> 42</span>  <a class="code" href="classmlpack_1_1optimization_1_1LRSDP.html#a50ad9d6cffd72ef9a612738732048fd1">LRSDP</a>(<span class="keyword">const</span> <span class="keywordtype">size_t</span> numSparseConstraints,</div><div class="line"><a name="l00043"></a><span class="lineno"> 43</span>  <span class="keyword">const</span> <span class="keywordtype">size_t</span> numDenseConstraints,</div><div class="line"><a name="l00044"></a><span class="lineno"> 44</span>  <span class="keyword">const</span> arma::mat& initialPoint);</div><div class="line"><a name="l00045"></a><span class="lineno"> 45</span> </div><div class="line"><a name="l00054"></a><span class="lineno"> 54</span>  <a class="code" href="classmlpack_1_1optimization_1_1LRSDP.html#a50ad9d6cffd72ef9a612738732048fd1">LRSDP</a>(<span class="keyword">const</span> SDPType& sdp,</div><div class="line"><a name="l00055"></a><span class="lineno"> 55</span>  <span class="keyword">const</span> arma::mat& initialPoint);</div><div class="line"><a name="l00056"></a><span class="lineno"> 56</span> </div><div class="line"><a name="l00063"></a><span class="lineno"> 63</span>  <span class="keywordtype">double</span> <a class="code" href="classmlpack_1_1optimization_1_1LRSDP.html#a386379f846db29d31ff06a5546adc053">Optimize</a>(arma::mat& coordinates);</div><div class="line"><a name="l00064"></a><span class="lineno"> 64</span> </div><div class="line"><a name="l00066"></a><span class="lineno"><a class="line" href="classmlpack_1_1optimization_1_1LRSDP.html#a26e09e9eaa890343b03d5b7471887d56"> 66</a></span>  <span class="keyword">const</span> SDPType& <a class="code" href="classmlpack_1_1optimization_1_1LRSDP.html#a26e09e9eaa890343b03d5b7471887d56">SDP</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> <span class="keyword">function</span>.<a class="code" href="classmlpack_1_1optimization_1_1SDP.html#a58046df85fc2c92f3b18b38a3d40213d">SDP</a>(); }</div><div class="line"><a name="l00068"></a><span class="lineno"><a class="line" href="classmlpack_1_1optimization_1_1LRSDP.html#ab9c8087c07c3502085c032a3b26520c9"> 68</a></span>  SDPType& <a class="code" href="classmlpack_1_1optimization_1_1LRSDP.html#ab9c8087c07c3502085c032a3b26520c9">SDP</a>() { <span class="keywordflow">return</span> <span class="keyword">function</span>.<a class="code" href="classmlpack_1_1optimization_1_1SDP.html#a58046df85fc2c92f3b18b38a3d40213d">SDP</a>(); }</div><div class="line"><a name="l00069"></a><span class="lineno"> 69</span> </div><div class="line"><a name="l00071"></a><span class="lineno"><a class="line" href="classmlpack_1_1optimization_1_1LRSDP.html#a1034b3c6ac986793e05f467f630f42db"> 71</a></span>  <span class="keyword">const</span> <a class="code" href="classmlpack_1_1optimization_1_1LRSDPFunction.html">LRSDPFunction<SDPType></a>& <a class="code" href="classmlpack_1_1optimization_1_1LRSDP.html#a1034b3c6ac986793e05f467f630f42db">Function</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> <span class="keyword">function</span>; }</div><div class="line"><a name="l00073"></a><span class="lineno"><a class="line" href="classmlpack_1_1optimization_1_1LRSDP.html#a77a7aa7438631ae72cb226f3f2dbe43e"> 73</a></span>  <a class="code" href="classmlpack_1_1optimization_1_1LRSDPFunction.html">LRSDPFunction<SDPType></a>& <a class="code" href="classmlpack_1_1optimization_1_1LRSDP.html#a77a7aa7438631ae72cb226f3f2dbe43e">Function</a>() { <span class="keywordflow">return</span> <span class="keyword">function</span>; }</div><div class="line"><a name="l00074"></a><span class="lineno"> 74</span> </div><div class="line"><a name="l00076"></a><span class="lineno"><a class="line" href="classmlpack_1_1optimization_1_1LRSDP.html#a15c789969d8951a7ed77a8036d80fc9e"> 76</a></span>  <span class="keyword">const</span> <a class="code" href="classmlpack_1_1optimization_1_1AugLagrangian.html">AugLagrangian<LRSDPFunction<SDPType></a>>& <a class="code" href="classmlpack_1_1optimization_1_1LRSDP.html#a15c789969d8951a7ed77a8036d80fc9e">AugLag</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> <a class="code" href="classmlpack_1_1optimization_1_1LRSDP.html#a0d5163d202cae128398bcbdc800cb880">augLag</a>; }</div><div class="line"><a name="l00078"></a><span class="lineno"><a class="line" href="classmlpack_1_1optimization_1_1LRSDP.html#ad0d6349ee70807f0355dbcd1ca2fbd2d"> 78</a></span>  <a class="code" href="classmlpack_1_1optimization_1_1AugLagrangian.html">AugLagrangian<LRSDPFunction<SDPType></a>>& <a class="code" href="classmlpack_1_1optimization_1_1LRSDP.html#ad0d6349ee70807f0355dbcd1ca2fbd2d">AugLag</a>() { <span class="keywordflow">return</span> <a class="code" href="classmlpack_1_1optimization_1_1LRSDP.html#a0d5163d202cae128398bcbdc800cb880">augLag</a>; }</div><div class="line"><a name="l00079"></a><span class="lineno"> 79</span> </div><div class="line"><a name="l00080"></a><span class="lineno"> 80</span>  <span class="keyword">private</span>:</div><div class="line"><a name="l00082"></a><span class="lineno"><a class="line" href="classmlpack_1_1optimization_1_1LRSDP.html#a9b0cb82cf69c0698505175fe0555921e"> 82</a></span>  <a class="code" href="classmlpack_1_1optimization_1_1LRSDPFunction.html">LRSDPFunction<SDPType></a> <span class="keyword">function</span>;</div><div class="line"><a name="l00083"></a><span class="lineno"> 83</span> </div><div class="line"><a name="l00085"></a><span class="lineno"><a class="line" href="classmlpack_1_1optimization_1_1LRSDP.html#a0d5163d202cae128398bcbdc800cb880"> 85</a></span>  <a class="code" href="classmlpack_1_1optimization_1_1AugLagrangian.html">AugLagrangian<LRSDPFunction<SDPType></a>> <a class="code" href="classmlpack_1_1optimization_1_1LRSDP.html#a0d5163d202cae128398bcbdc800cb880">augLag</a>;</div><div class="line"><a name="l00086"></a><span class="lineno"> 86</span> };</div><div class="line"><a name="l00087"></a><span class="lineno"> 87</span> </div><div class="line"><a name="l00088"></a><span class="lineno"> 88</span> } <span class="comment">// namespace optimization</span></div><div class="line"><a name="l00089"></a><span class="lineno"> 89</span> } <span class="comment">// namespace mlpack</span></div><div class="line"><a name="l00090"></a><span class="lineno"> 90</span> </div><div class="line"><a name="l00091"></a><span class="lineno"> 91</span> <span class="comment">// Include implementation</span></div><div class="line"><a name="l00092"></a><span class="lineno"> 92</span> <span class="preprocessor">#include "lrsdp_impl.hpp"</span></div><div class="line"><a name="l00093"></a><span class="lineno"> 93</span> </div><div class="line"><a name="l00094"></a><span class="lineno"> 94</span> <span class="preprocessor">#endif</span></div><div class="ttc" id="namespacemlpack_html"><div class="ttname"><a href="namespacemlpack.html">mlpack</a></div><div class="ttdoc">Linear algebra utility functions, generally performed on matrices or vectors. </div><div class="ttdef"><b>Definition:</b> <a href="binarize_8hpp_source.html#l00018">binarize.hpp:18</a></div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1LRSDPFunction_html"><div class="ttname"><a href="classmlpack_1_1optimization_1_1LRSDPFunction.html">mlpack::optimization::LRSDPFunction</a></div><div class="ttdoc">The objective function that LRSDP is trying to optimize. </div><div class="ttdef"><b>Definition:</b> <a href="lrsdp__function_8hpp_source.html#l00027">lrsdp_function.hpp:27</a></div></div>
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<div class="ttc" id="prereqs_8hpp_html"><div class="ttname"><a href="prereqs_8hpp.html">prereqs.hpp</a></div><div class="ttdoc">The core includes that mlpack expects; standard C++ includes and Armadillo. </div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1LRSDP_html_a15c789969d8951a7ed77a8036d80fc9e"><div class="ttname"><a href="classmlpack_1_1optimization_1_1LRSDP.html#a15c789969d8951a7ed77a8036d80fc9e">mlpack::optimization::LRSDP::AugLag</a></div><div class="ttdeci">const AugLagrangian< LRSDPFunction< SDPType > > & AugLag() const </div><div class="ttdoc">Return the augmented Lagrangian object. </div><div class="ttdef"><b>Definition:</b> <a href="lrsdp_8hpp_source.html#l00076">lrsdp.hpp:76</a></div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1LRSDP_html"><div class="ttname"><a href="classmlpack_1_1optimization_1_1LRSDP.html">mlpack::optimization::LRSDP</a></div><div class="ttdoc">LRSDP is the implementation of Monteiro and Burer&#39;s formulation of low-rank semidefinite programs (LR...</div><div class="ttdef"><b>Definition:</b> <a href="lrsdp_8hpp_source.html#l00030">lrsdp.hpp:30</a></div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1LRSDP_html_a77a7aa7438631ae72cb226f3f2dbe43e"><div class="ttname"><a href="classmlpack_1_1optimization_1_1LRSDP.html#a77a7aa7438631ae72cb226f3f2dbe43e">mlpack::optimization::LRSDP::Function</a></div><div class="ttdeci">LRSDPFunction< SDPType > & Function()</div><div class="ttdoc">Modify the function to be optimized. </div><div class="ttdef"><b>Definition:</b> <a href="lrsdp_8hpp_source.html#l00073">lrsdp.hpp:73</a></div></div>
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<div class="ttc" id="aug__lagrangian_8hpp_html"><div class="ttname"><a href="aug__lagrangian_8hpp.html">aug_lagrangian.hpp</a></div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1AugLagrangian_html"><div class="ttname"><a href="classmlpack_1_1optimization_1_1AugLagrangian.html">mlpack::optimization::AugLagrangian</a></div><div class="ttdoc">The AugLagrangian class implements the Augmented Lagrangian method of optimization. </div><div class="ttdef"><b>Definition:</b> <a href="aug__lagrangian_8hpp_source.html#l00049">aug_lagrangian.hpp:49</a></div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1LRSDP_html_a50ad9d6cffd72ef9a612738732048fd1"><div class="ttname"><a href="classmlpack_1_1optimization_1_1LRSDP.html#a50ad9d6cffd72ef9a612738732048fd1">mlpack::optimization::LRSDP::LRSDP</a></div><div class="ttdeci">LRSDP(const size_t numSparseConstraints, const size_t numDenseConstraints, const arma::mat &initialPoint)</div><div class="ttdoc">Create an LRSDP to be optimized. </div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1SDP_html_a58046df85fc2c92f3b18b38a3d40213d"><div class="ttname"><a href="classmlpack_1_1optimization_1_1SDP.html#a58046df85fc2c92f3b18b38a3d40213d">mlpack::optimization::SDP::SDP</a></div><div class="ttdeci">SDP()</div><div class="ttdoc">Initialize this SDP to an empty state. </div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1LRSDP_html_a0d5163d202cae128398bcbdc800cb880"><div class="ttname"><a href="classmlpack_1_1optimization_1_1LRSDP.html#a0d5163d202cae128398bcbdc800cb880">mlpack::optimization::LRSDP::augLag</a></div><div class="ttdeci">AugLagrangian< LRSDPFunction< SDPType > > augLag</div><div class="ttdoc">The AugLagrangian object which will be used for optimization. </div><div class="ttdef"><b>Definition:</b> <a href="lrsdp_8hpp_source.html#l00085">lrsdp.hpp:85</a></div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1LRSDP_html_a26e09e9eaa890343b03d5b7471887d56"><div class="ttname"><a href="classmlpack_1_1optimization_1_1LRSDP.html#a26e09e9eaa890343b03d5b7471887d56">mlpack::optimization::LRSDP::SDP</a></div><div class="ttdeci">const SDPType & SDP() const </div><div class="ttdoc">Return the SDP that will be solved. </div><div class="ttdef"><b>Definition:</b> <a href="lrsdp_8hpp_source.html#l00066">lrsdp.hpp:66</a></div></div>
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<div class="ttc" id="lrsdp__function_8hpp_html"><div class="ttname"><a href="lrsdp__function_8hpp.html">lrsdp_function.hpp</a></div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1LRSDP_html_ab9c8087c07c3502085c032a3b26520c9"><div class="ttname"><a href="classmlpack_1_1optimization_1_1LRSDP.html#ab9c8087c07c3502085c032a3b26520c9">mlpack::optimization::LRSDP::SDP</a></div><div class="ttdeci">SDPType & SDP()</div><div class="ttdoc">Modify the SDP that will be solved. </div><div class="ttdef"><b>Definition:</b> <a href="lrsdp_8hpp_source.html#l00068">lrsdp.hpp:68</a></div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1LRSDP_html_ad0d6349ee70807f0355dbcd1ca2fbd2d"><div class="ttname"><a href="classmlpack_1_1optimization_1_1LRSDP.html#ad0d6349ee70807f0355dbcd1ca2fbd2d">mlpack::optimization::LRSDP::AugLag</a></div><div class="ttdeci">AugLagrangian< LRSDPFunction< SDPType > > & AugLag()</div><div class="ttdoc">Modify the augmented Lagrangian object. </div><div class="ttdef"><b>Definition:</b> <a href="lrsdp_8hpp_source.html#l00078">lrsdp.hpp:78</a></div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1LRSDP_html_a386379f846db29d31ff06a5546adc053"><div class="ttname"><a href="classmlpack_1_1optimization_1_1LRSDP.html#a386379f846db29d31ff06a5546adc053">mlpack::optimization::LRSDP::Optimize</a></div><div class="ttdeci">double Optimize(arma::mat &coordinates)</div><div class="ttdoc">Optimize the LRSDP and return the final objective value. </div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1LRSDP_html_a1034b3c6ac986793e05f467f630f42db"><div class="ttname"><a href="classmlpack_1_1optimization_1_1LRSDP.html#a1034b3c6ac986793e05f467f630f42db">mlpack::optimization::LRSDP::Function</a></div><div class="ttdeci">const LRSDPFunction< SDPType > & Function() const </div><div class="ttdoc">Return the function to be optimized. </div><div class="ttdef"><b>Definition:</b> <a href="lrsdp_8hpp_source.html#l00071">lrsdp.hpp:71</a></div></div>
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