mlpack
2.2.5
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The objective function that LRSDP is trying to optimize. More...
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... | |
The objective function that LRSDP is trying to optimize.
Definition at line 27 of file lrsdp_function.hpp.
LRSDPFunction | ( | const SDPType & | sdp, |
const arma::mat & | initialPoint | ||
) |
Construct the LRSDPFunction from the given SDP.
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}.
numSparseConstraints | |
numDenseConstraints | |
initialPoint |
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.
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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.
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inline |
Get the total number of constraints in the LRSDP.
Definition at line 81 of file lrsdp_function.hpp.
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inline |
Return the SDP object representing the problem.
Definition at line 87 of file lrsdp_function.hpp.
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inline |
Modify the SDP object representing the problem.
Definition at line 90 of file lrsdp_function.hpp.