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LRSDPFunction< SDPType > Class Template Reference

The objective function that LRSDP is trying to optimize. More...

Inheritance diagram for LRSDPFunction< SDPType >:
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Public Member Functions

 LRSDPFunction (const SDPType &sdp, const arma::mat &initialPoint)
 Construct the LRSDPFunction from the given SDP. More...
 
 LRSDPFunction (const size_t numSparseConstraints, const size_t numDenseConstraints, const arma::mat &initialPoint)
 Construct the LRSDPFunction with the given initial point and number of constraints. More...
 
double Evaluate (const arma::mat &coordinates) const
 Evaluate the objective function of the LRSDP (no constraints) at the given coordinates. More...
 
double EvaluateConstraint (const size_t index, const arma::mat &coordinates) const
 Evaluate a particular constraint of the LRSDP at the given coordinates. More...
 
const arma::mat & GetInitialPoint () const
 Get the initial point of the LRSDP. More...
 
void Gradient (const arma::mat &coordinates, arma::mat &gradient) const
 Evaluate the gradient of the LRSDP (no constraints) at the given coordinates. More...
 
void GradientConstraint (const size_t index, const arma::mat &coordinates, arma::mat &gradient) const
 Evaluate the gradient of a particular constraint of the LRSDP at the given coordinates. More...
 
size_t NumConstraints () const
 Get the total number of constraints in the LRSDP. More...
 
const SDPType & SDP () const
 Return the SDP object representing the problem. More...
 
SDPType & SDP ()
 Modify the SDP object representing the problem. More...
 

Detailed Description

template<typename SDPType>
class mlpack::optimization::LRSDPFunction< SDPType >

The objective function that LRSDP is trying to optimize.

Definition at line 27 of file lrsdp_function.hpp.

Constructor & Destructor Documentation

LRSDPFunction ( const SDPType &  sdp,
const arma::mat &  initialPoint 
)

Construct the LRSDPFunction from the given SDP.

Parameters
sdp
initialPoint
LRSDPFunction ( const size_t  numSparseConstraints,
const size_t  numDenseConstraints,
const arma::mat &  initialPoint 
)

Construct the LRSDPFunction with the given initial point and number of constraints.

Note n_cols of the initialPoint specifies the rank.

Set the A_x, B_x, and C_x matrices for each constraint using the A_x(), B_x(), and C_x() functions, for x in {sparse, dense}.

Parameters
numSparseConstraints
numDenseConstraints
initialPoint

Member Function Documentation

double Evaluate ( const arma::mat &  coordinates) const

Evaluate the objective function of the LRSDP (no constraints) at the given coordinates.

double EvaluateConstraint ( const size_t  index,
const arma::mat &  coordinates 
) const

Evaluate a particular constraint of the LRSDP at the given coordinates.

const arma::mat& GetInitialPoint ( ) const
inline

Get the initial point of the LRSDP.

Definition at line 84 of file lrsdp_function.hpp.

void Gradient ( const arma::mat &  coordinates,
arma::mat &  gradient 
) const

Evaluate the gradient of the LRSDP (no constraints) at the given coordinates.

void GradientConstraint ( const size_t  index,
const arma::mat &  coordinates,
arma::mat &  gradient 
) const

Evaluate the gradient of a particular constraint of the LRSDP at the given coordinates.

size_t NumConstraints ( ) const
inline

Get the total number of constraints in the LRSDP.

Definition at line 81 of file lrsdp_function.hpp.

const SDPType& SDP ( ) const
inline

Return the SDP object representing the problem.

Definition at line 87 of file lrsdp_function.hpp.

SDPType& SDP ( )
inline

Modify the SDP object representing the problem.

Definition at line 90 of file lrsdp_function.hpp.


The documentation for this class was generated from the following file: