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<div class="title">primal_dual.hpp</div> </div>
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<a href="primal__dual_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="l00011"></a><span class="lineno"> 11</span> <span class="preprocessor">#ifndef MLPACK_CORE_OPTIMIZERS_SDP_PRIMAL_DUAL_HPP</span></div><div class="line"><a name="l00012"></a><span class="lineno"> 12</span> <span class="preprocessor">#define MLPACK_CORE_OPTIMIZERS_SDP_PRIMAL_DUAL_HPP</span></div><div class="line"><a name="l00013"></a><span class="lineno"> 13</span> </div><div class="line"><a name="l00014"></a><span class="lineno"> 14</span> <span class="preprocessor">#include <<a class="code" href="prereqs_8hpp.html">mlpack/prereqs.hpp</a>></span></div><div class="line"><a name="l00015"></a><span class="lineno"> 15</span> <span class="preprocessor">#include <<a class="code" href="sdp_8hpp.html">mlpack/core/optimizers/sdp/sdp.hpp</a>></span></div><div class="line"><a name="l00016"></a><span class="lineno"> 16</span> </div><div class="line"><a name="l00017"></a><span class="lineno"> 17</span> <span class="keyword">namespace </span><a class="code" href="namespacemlpack.html">mlpack</a> {</div><div class="line"><a name="l00018"></a><span class="lineno"> 18</span> <span class="keyword">namespace </span>optimization {</div><div class="line"><a name="l00019"></a><span class="lineno"> 19</span> </div><div class="line"><a name="l00025"></a><span class="lineno"> 25</span> <span class="keyword">template</span> <<span class="keyword">typename</span> SDPType></div><div class="line"><a name="l00026"></a><span class="lineno"><a class="line" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html"> 26</a></span> <span class="keyword">class </span><a class="code" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html">PrimalDualSolver</a></div><div class="line"><a name="l00027"></a><span class="lineno"> 27</span> {</div><div class="line"><a name="l00028"></a><span class="lineno"> 28</span>  <span class="keyword">public</span>:</div><div class="line"><a name="l00035"></a><span class="lineno"> 35</span>  <a class="code" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a2b8f2dab20e28d1cf28d124ddfe0effe">PrimalDualSolver</a>(<span class="keyword">const</span> SDPType& <a class="code" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a001a677d6b1bd4b3b66bb9cbdaa947d6">sdp</a>);</div><div class="line"><a name="l00036"></a><span class="lineno"> 36</span> </div><div class="line"><a name="l00048"></a><span class="lineno"> 48</span>  <a class="code" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a2b8f2dab20e28d1cf28d124ddfe0effe">PrimalDualSolver</a>(<span class="keyword">const</span> SDPType& sdp,</div><div class="line"><a name="l00049"></a><span class="lineno"> 49</span>  <span class="keyword">const</span> arma::mat& <a class="code" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a2854930b92679395a601385efdb58067">initialX</a>,</div><div class="line"><a name="l00050"></a><span class="lineno"> 50</span>  <span class="keyword">const</span> arma::vec& initialYSparse,</div><div class="line"><a name="l00051"></a><span class="lineno"> 51</span>  <span class="keyword">const</span> arma::vec& initialYDense,</div><div class="line"><a name="l00052"></a><span class="lineno"> 52</span>  <span class="keyword">const</span> arma::mat& <a class="code" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a9000addef1c46c78338d4bcfcdd8deb7">initialZ</a>);</div><div class="line"><a name="l00053"></a><span class="lineno"> 53</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_1PrimalDualSolver.html#a1c206573e24bd9e22b0727b4ebc9c95d">Optimize</a>(arma::mat& X,</div><div class="line"><a name="l00064"></a><span class="lineno"> 64</span>  arma::vec& ySparse,</div><div class="line"><a name="l00065"></a><span class="lineno"> 65</span>  arma::vec& yDense,</div><div class="line"><a name="l00066"></a><span class="lineno"> 66</span>  arma::mat& Z);</div><div class="line"><a name="l00067"></a><span class="lineno"> 67</span> </div><div class="line"><a name="l00073"></a><span class="lineno"><a class="line" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#aa3085518065fd6dbdf7033fab5c35f1d"> 73</a></span>  <span class="keywordtype">double</span> <a class="code" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#aa3085518065fd6dbdf7033fab5c35f1d">Optimize</a>(arma::mat& X)</div><div class="line"><a name="l00074"></a><span class="lineno"> 74</span>  {</div><div class="line"><a name="l00075"></a><span class="lineno"> 75</span>  arma::vec ysparse, ydense;</div><div class="line"><a name="l00076"></a><span class="lineno"> 76</span>  arma::mat Z;</div><div class="line"><a name="l00077"></a><span class="lineno"> 77</span>  <span class="keywordflow">return</span> <a class="code" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a1c206573e24bd9e22b0727b4ebc9c95d">Optimize</a>(X, ysparse, ydense, Z);</div><div class="line"><a name="l00078"></a><span class="lineno"> 78</span>  }</div><div class="line"><a name="l00079"></a><span class="lineno"> 79</span> </div><div class="line"><a name="l00081"></a><span class="lineno"><a class="line" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a033299033ac2821dca98262dbbcaa181"> 81</a></span>  <span class="keyword">const</span> SDPType& <a class="code" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a033299033ac2821dca98262dbbcaa181">SDP</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> <a class="code" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a001a677d6b1bd4b3b66bb9cbdaa947d6">sdp</a>; }</div><div class="line"><a name="l00082"></a><span class="lineno"> 82</span> </div><div class="line"><a name="l00084"></a><span class="lineno"><a class="line" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a2a0d3d0f996e01f71b8cf57db7af8353"> 84</a></span>  <span class="keywordtype">double</span>& <a class="code" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a2a0d3d0f996e01f71b8cf57db7af8353">Tau</a>() { <span class="keywordflow">return</span> <a class="code" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a876bc15f99166d33691b6c3c68d87677">tau</a>; }</div><div class="line"><a name="l00085"></a><span class="lineno"> 85</span> </div><div class="line"><a name="l00087"></a><span class="lineno"><a class="line" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#ab03ba4d6bd9410304c97e9c1c3bb40d5"> 87</a></span>  <span class="keywordtype">double</span>& <a class="code" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#ab03ba4d6bd9410304c97e9c1c3bb40d5">NormXzTol</a>() { <span class="keywordflow">return</span> <a class="code" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#ab1756a2105a95c53049f7b0ee45692b3">normXzTol</a>; }</div><div class="line"><a name="l00088"></a><span class="lineno"> 88</span> </div><div class="line"><a name="l00090"></a><span class="lineno"><a class="line" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a38bb0293d78d16834e907885d9db6e00"> 90</a></span>  <span class="keywordtype">double</span>& <a class="code" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a38bb0293d78d16834e907885d9db6e00">PrimalInfeasTol</a>() { <span class="keywordflow">return</span> <a class="code" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a69d0d89d4741fdc7068d58bcd21f0d60">primalInfeasTol</a>; }</div><div class="line"><a name="l00091"></a><span class="lineno"> 91</span> </div><div class="line"><a name="l00093"></a><span class="lineno"><a class="line" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a4c92fce4021cf0ec04c44eb3b08ed852"> 93</a></span>  <span class="keywordtype">double</span>& <a class="code" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a4c92fce4021cf0ec04c44eb3b08ed852">DualInfeasTol</a>() { <span class="keywordflow">return</span> <a class="code" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a82b2ad3188697f30fc17ae128d6a7368">dualInfeasTol</a>; }</div><div class="line"><a name="l00094"></a><span class="lineno"> 94</span> </div><div class="line"><a name="l00096"></a><span class="lineno"><a class="line" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a333a28a17f38978901c0f2e07ca3bf75"> 96</a></span>  <span class="keywordtype">size_t</span>& <a class="code" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a333a28a17f38978901c0f2e07ca3bf75">MaxIterations</a>() { <span class="keywordflow">return</span> <a class="code" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#ac0ed7292934a8ad2f112de797664aa0f">maxIterations</a>; }</div><div class="line"><a name="l00097"></a><span class="lineno"> 97</span> </div><div class="line"><a name="l00098"></a><span class="lineno"> 98</span>  <span class="keyword">private</span>:</div><div class="line"><a name="l00100"></a><span class="lineno"><a class="line" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a001a677d6b1bd4b3b66bb9cbdaa947d6"> 100</a></span>  SDPType <a class="code" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a001a677d6b1bd4b3b66bb9cbdaa947d6">sdp</a>;</div><div class="line"><a name="l00101"></a><span class="lineno"> 101</span> </div><div class="line"><a name="l00103"></a><span class="lineno"><a class="line" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a2854930b92679395a601385efdb58067"> 103</a></span>  arma::mat <a class="code" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a2854930b92679395a601385efdb58067">initialX</a>;</div><div class="line"><a name="l00104"></a><span class="lineno"> 104</span> </div><div class="line"><a name="l00106"></a><span class="lineno"><a class="line" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#af5f4e47cac97884d13a8a21c003924e0"> 106</a></span>  arma::vec <a class="code" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#af5f4e47cac97884d13a8a21c003924e0">initialYsparse</a>;</div><div class="line"><a name="l00107"></a><span class="lineno"> 107</span> </div><div class="line"><a name="l00109"></a><span class="lineno"><a class="line" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#af2da947fda6107bbce8bb790a69f5459"> 109</a></span>  arma::vec <a class="code" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#af2da947fda6107bbce8bb790a69f5459">initialYdense</a>;</div><div class="line"><a name="l00110"></a><span class="lineno"> 110</span> </div><div class="line"><a name="l00112"></a><span class="lineno"> 112</span>  <span class="comment">//positive definite.</span></div><div class="line"><a name="l00113"></a><span class="lineno"><a class="line" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a9000addef1c46c78338d4bcfcdd8deb7"> 113</a></span>  arma::mat <a class="code" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a9000addef1c46c78338d4bcfcdd8deb7">initialZ</a>;</div><div class="line"><a name="l00114"></a><span class="lineno"> 114</span> </div><div class="line"><a name="l00116"></a><span class="lineno"><a class="line" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a876bc15f99166d33691b6c3c68d87677"> 116</a></span>  <span class="keywordtype">double</span> <a class="code" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a876bc15f99166d33691b6c3c68d87677">tau</a>;</div><div class="line"><a name="l00117"></a><span class="lineno"> 117</span> </div><div class="line"><a name="l00119"></a><span class="lineno"><a class="line" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#ab1756a2105a95c53049f7b0ee45692b3"> 119</a></span>  <span class="keywordtype">double</span> <a class="code" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#ab1756a2105a95c53049f7b0ee45692b3">normXzTol</a>;</div><div class="line"><a name="l00120"></a><span class="lineno"> 120</span> </div><div class="line"><a name="l00123"></a><span class="lineno"><a class="line" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a69d0d89d4741fdc7068d58bcd21f0d60"> 123</a></span>  <span class="keywordtype">double</span> <a class="code" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a69d0d89d4741fdc7068d58bcd21f0d60">primalInfeasTol</a>;</div><div class="line"><a name="l00124"></a><span class="lineno"> 124</span> </div><div class="line"><a name="l00126"></a><span class="lineno"><a class="line" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a82b2ad3188697f30fc17ae128d6a7368"> 126</a></span>  <span class="keywordtype">double</span> <a class="code" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a82b2ad3188697f30fc17ae128d6a7368">dualInfeasTol</a>;</div><div class="line"><a name="l00127"></a><span class="lineno"> 127</span> </div><div class="line"><a name="l00129"></a><span class="lineno"><a class="line" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#ac0ed7292934a8ad2f112de797664aa0f"> 129</a></span>  <span class="keywordtype">size_t</span> <a class="code" href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#ac0ed7292934a8ad2f112de797664aa0f">maxIterations</a>;</div><div class="line"><a name="l00130"></a><span class="lineno"> 130</span> };</div><div class="line"><a name="l00131"></a><span class="lineno"> 131</span> </div><div class="line"><a name="l00132"></a><span class="lineno"> 132</span> } <span class="comment">// namespace optimization</span></div><div class="line"><a name="l00133"></a><span class="lineno"> 133</span> } <span class="comment">// namespace mlpack</span></div><div class="line"><a name="l00134"></a><span class="lineno"> 134</span> </div><div class="line"><a name="l00135"></a><span class="lineno"> 135</span> <span class="comment">// Include implementation.</span></div><div class="line"><a name="l00136"></a><span class="lineno"> 136</span> <span class="preprocessor">#include "primal_dual_impl.hpp"</span></div><div class="line"><a name="l00137"></a><span class="lineno"> 137</span> </div><div class="line"><a name="l00138"></a><span class="lineno"> 138</span> <span class="preprocessor">#endif</span></div><div class="ttc" id="classmlpack_1_1optimization_1_1PrimalDualSolver_html_af2da947fda6107bbce8bb790a69f5459"><div class="ttname"><a href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#af2da947fda6107bbce8bb790a69f5459">mlpack::optimization::PrimalDualSolver::initialYdense</a></div><div class="ttdeci">arma::vec initialYdense</div><div class="ttdoc">Starting lagrange multiplier for the sparse constraints. </div><div class="ttdef"><b>Definition:</b> <a href="primal__dual_8hpp_source.html#l00109">primal_dual.hpp:109</a></div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1PrimalDualSolver_html_a2a0d3d0f996e01f71b8cf57db7af8353"><div class="ttname"><a href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a2a0d3d0f996e01f71b8cf57db7af8353">mlpack::optimization::PrimalDualSolver::Tau</a></div><div class="ttdeci">double & Tau()</div><div class="ttdoc">Modify tau. Typical values are 0.99. </div><div class="ttdef"><b>Definition:</b> <a href="primal__dual_8hpp_source.html#l00084">primal_dual.hpp:84</a></div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1PrimalDualSolver_html_a033299033ac2821dca98262dbbcaa181"><div class="ttname"><a href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a033299033ac2821dca98262dbbcaa181">mlpack::optimization::PrimalDualSolver::SDP</a></div><div class="ttdeci">const SDPType & SDP() const </div><div class="ttdoc">Return the underlying SDP instance. </div><div class="ttdef"><b>Definition:</b> <a href="primal__dual_8hpp_source.html#l00081">primal_dual.hpp:81</a></div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1PrimalDualSolver_html_ac0ed7292934a8ad2f112de797664aa0f"><div class="ttname"><a href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#ac0ed7292934a8ad2f112de797664aa0f">mlpack::optimization::PrimalDualSolver::maxIterations</a></div><div class="ttdeci">size_t maxIterations</div><div class="ttdoc">Maximum number of iterations to run. Set to 0 for no limit. </div><div class="ttdef"><b>Definition:</b> <a href="primal__dual_8hpp_source.html#l00129">primal_dual.hpp:129</a></div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1PrimalDualSolver_html_aa3085518065fd6dbdf7033fab5c35f1d"><div class="ttname"><a href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#aa3085518065fd6dbdf7033fab5c35f1d">mlpack::optimization::PrimalDualSolver::Optimize</a></div><div class="ttdeci">double Optimize(arma::mat &X)</div><div class="ttdoc">Invoke the optimization procedure, and only return the primal variable. </div><div class="ttdef"><b>Definition:</b> <a href="primal__dual_8hpp_source.html#l00073">primal_dual.hpp:73</a></div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1PrimalDualSolver_html_a1c206573e24bd9e22b0727b4ebc9c95d"><div class="ttname"><a href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a1c206573e24bd9e22b0727b4ebc9c95d">mlpack::optimization::PrimalDualSolver::Optimize</a></div><div class="ttdeci">double Optimize(arma::mat &X, arma::vec &ySparse, arma::vec &yDense, arma::mat &Z)</div><div class="ttdoc">Invoke the optimization procedure, returning the converged values for the primal and dual variables...</div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1PrimalDualSolver_html_a333a28a17f38978901c0f2e07ca3bf75"><div class="ttname"><a href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a333a28a17f38978901c0f2e07ca3bf75">mlpack::optimization::PrimalDualSolver::MaxIterations</a></div><div class="ttdeci">size_t & MaxIterations()</div><div class="ttdoc">Modify the maximum number of iterations to run before converging. </div><div class="ttdef"><b>Definition:</b> <a href="primal__dual_8hpp_source.html#l00096">primal_dual.hpp:96</a></div></div>
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<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_1PrimalDualSolver_html_a69d0d89d4741fdc7068d58bcd21f0d60"><div class="ttname"><a href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a69d0d89d4741fdc7068d58bcd21f0d60">mlpack::optimization::PrimalDualSolver::primalInfeasTol</a></div><div class="ttdeci">double primalInfeasTol</div><div class="ttdoc">The tolerance required on the primal constraints required before terminating. </div><div class="ttdef"><b>Definition:</b> <a href="primal__dual_8hpp_source.html#l00123">primal_dual.hpp:123</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_1PrimalDualSolver_html_a38bb0293d78d16834e907885d9db6e00"><div class="ttname"><a href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a38bb0293d78d16834e907885d9db6e00">mlpack::optimization::PrimalDualSolver::PrimalInfeasTol</a></div><div class="ttdeci">double & PrimalInfeasTol()</div><div class="ttdoc">Modify the primal infeasibility tolerance. </div><div class="ttdef"><b>Definition:</b> <a href="primal__dual_8hpp_source.html#l00090">primal_dual.hpp:90</a></div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1PrimalDualSolver_html_ab03ba4d6bd9410304c97e9c1c3bb40d5"><div class="ttname"><a href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#ab03ba4d6bd9410304c97e9c1c3bb40d5">mlpack::optimization::PrimalDualSolver::NormXzTol</a></div><div class="ttdeci">double & NormXzTol()</div><div class="ttdoc">Modify the XZ tolerance. </div><div class="ttdef"><b>Definition:</b> <a href="primal__dual_8hpp_source.html#l00087">primal_dual.hpp:87</a></div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1PrimalDualSolver_html_a001a677d6b1bd4b3b66bb9cbdaa947d6"><div class="ttname"><a href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a001a677d6b1bd4b3b66bb9cbdaa947d6">mlpack::optimization::PrimalDualSolver::sdp</a></div><div class="ttdeci">SDPType sdp</div><div class="ttdoc">The SDP problem instance to optimize. </div><div class="ttdef"><b>Definition:</b> <a href="primal__dual_8hpp_source.html#l00100">primal_dual.hpp:100</a></div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1PrimalDualSolver_html_a876bc15f99166d33691b6c3c68d87677"><div class="ttname"><a href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a876bc15f99166d33691b6c3c68d87677">mlpack::optimization::PrimalDualSolver::tau</a></div><div class="ttdeci">double tau</div><div class="ttdoc">The step size modulating factor. Needs to be a scalar in (0, 1). </div><div class="ttdef"><b>Definition:</b> <a href="primal__dual_8hpp_source.html#l00116">primal_dual.hpp:116</a></div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1PrimalDualSolver_html"><div class="ttname"><a href="classmlpack_1_1optimization_1_1PrimalDualSolver.html">mlpack::optimization::PrimalDualSolver</a></div><div class="ttdoc">Interface to a primal dual interior point solver. </div><div class="ttdef"><b>Definition:</b> <a href="primal__dual_8hpp_source.html#l00026">primal_dual.hpp:26</a></div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1PrimalDualSolver_html_a9000addef1c46c78338d4bcfcdd8deb7"><div class="ttname"><a href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a9000addef1c46c78338d4bcfcdd8deb7">mlpack::optimization::PrimalDualSolver::initialZ</a></div><div class="ttdeci">arma::mat initialZ</div><div class="ttdoc">Starting point for Z, the complementary slack variable. Needs to be. </div><div class="ttdef"><b>Definition:</b> <a href="primal__dual_8hpp_source.html#l00113">primal_dual.hpp:113</a></div></div>
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<div class="ttc" id="sdp_8hpp_html"><div class="ttname"><a href="sdp_8hpp.html">sdp.hpp</a></div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1PrimalDualSolver_html_a4c92fce4021cf0ec04c44eb3b08ed852"><div class="ttname"><a href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a4c92fce4021cf0ec04c44eb3b08ed852">mlpack::optimization::PrimalDualSolver::DualInfeasTol</a></div><div class="ttdeci">double & DualInfeasTol()</div><div class="ttdoc">Modify the dual infeasibility tolerance. </div><div class="ttdef"><b>Definition:</b> <a href="primal__dual_8hpp_source.html#l00093">primal_dual.hpp:93</a></div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1PrimalDualSolver_html_a82b2ad3188697f30fc17ae128d6a7368"><div class="ttname"><a href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a82b2ad3188697f30fc17ae128d6a7368">mlpack::optimization::PrimalDualSolver::dualInfeasTol</a></div><div class="ttdeci">double dualInfeasTol</div><div class="ttdoc">The tolerance required on the dual constraint required before terminating. </div><div class="ttdef"><b>Definition:</b> <a href="primal__dual_8hpp_source.html#l00126">primal_dual.hpp:126</a></div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1PrimalDualSolver_html_ab1756a2105a95c53049f7b0ee45692b3"><div class="ttname"><a href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#ab1756a2105a95c53049f7b0ee45692b3">mlpack::optimization::PrimalDualSolver::normXzTol</a></div><div class="ttdeci">double normXzTol</div><div class="ttdoc">The tolerance on the norm of XZ required before terminating. </div><div class="ttdef"><b>Definition:</b> <a href="primal__dual_8hpp_source.html#l00119">primal_dual.hpp:119</a></div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1PrimalDualSolver_html_af5f4e47cac97884d13a8a21c003924e0"><div class="ttname"><a href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#af5f4e47cac97884d13a8a21c003924e0">mlpack::optimization::PrimalDualSolver::initialYsparse</a></div><div class="ttdeci">arma::vec initialYsparse</div><div class="ttdoc">Starting lagrange multiplier for the sparse constraints. </div><div class="ttdef"><b>Definition:</b> <a href="primal__dual_8hpp_source.html#l00106">primal_dual.hpp:106</a></div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1PrimalDualSolver_html_a2854930b92679395a601385efdb58067"><div class="ttname"><a href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a2854930b92679395a601385efdb58067">mlpack::optimization::PrimalDualSolver::initialX</a></div><div class="ttdeci">arma::mat initialX</div><div class="ttdoc">Starting point for X. Needs to be positive definite. </div><div class="ttdef"><b>Definition:</b> <a href="primal__dual_8hpp_source.html#l00103">primal_dual.hpp:103</a></div></div>
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<div class="ttc" id="classmlpack_1_1optimization_1_1PrimalDualSolver_html_a2b8f2dab20e28d1cf28d124ddfe0effe"><div class="ttname"><a href="classmlpack_1_1optimization_1_1PrimalDualSolver.html#a2b8f2dab20e28d1cf28d124ddfe0effe">mlpack::optimization::PrimalDualSolver::PrimalDualSolver</a></div><div class="ttdeci">PrimalDualSolver(const SDPType &sdp)</div><div class="ttdoc">Construct a new solver instance from a given SDP instance. </div></div>
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