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mlpack::optimization::LRSDP(3) | MLPACK | mlpack::optimization::LRSDP(3) |
NAME¶
mlpack::optimization::LRSDP - LRSDP is the implementation of Monteiro and Burer's formulation of low-rank semidefinite programs (LR-SDP).SYNOPSIS¶
Public Member Functions¶
LRSDP (const size_t numConstraints, const arma::mat &initialPoint)
Private Attributes¶
AugLagrangian< LRSDPFunction > augLag
Detailed Description¶
LRSDP is the implementation of Monteiro and Burer's formulation of low-rank semidefinite programs (LR-SDP). This solver uses the augmented Lagrangian optimizer to solve low-rank semidefinite programs. Definition at line 39 of file lrsdp.hpp.Constructor & Destructor Documentation¶
mlpack::optimization::LRSDP::LRSDP (const size_tnumConstraints, const arma::mat &initialPoint)¶
Create an LRSDP to be optimized. The solution will end up being a matrix of size (rank) x (rows). To construct each constraint and the objective function, use the functions A(), B(), and C() to set them correctly. Parameters:numConstraints Number of constraints in the
problem.
rank Rank of the solution (<= rows).
rows Number of rows in the solution.
mlpack::optimization::LRSDP::LRSDP (const size_tnumConstraints, const arma::mat &initialPoint, AugLagrangian< LRSDPFunction > &augLagrangian)¶
Create an LRSDP to be optimized, passing in an already-created AugLagrangian object. The given initial point should be set to the size (rows) x (rank), where (rank) is the reduced rank of the problem. Parameters:numConstraints Number of constraints in the
problem.
initialPoint Initial point of the optimization.
auglag Pre-initialized AugLagrangian<LRSDP> object.
Member Function Documentation¶
const std::vector<arma::mat>& mlpack::optimization::LRSDP::A () const [inline]¶
Return the vector of A matrices (which correspond to the constraints). Definition at line 81 of file lrsdp.hpp.std::vector<arma::mat>& mlpack::optimization::LRSDP::A () [inline]¶
Modify the veector of A matrices (which correspond to the constraints). Definition at line 83 of file lrsdp.hpp.const arma::uvec& mlpack::optimization::LRSDP::AModes () const [inline]¶
Return the vector of modes for the A matrices. Definition at line 86 of file lrsdp.hpp.arma::uvec& mlpack::optimization::LRSDP::AModes () [inline]¶
Modify the vector of modes for the A matrices. Definition at line 88 of file lrsdp.hpp.const AugLagrangian<LRSDPFunction>& mlpack::optimization::LRSDP::AugLag () const [inline]¶
Return the augmented Lagrangian object. Definition at line 101 of file lrsdp.hpp. References augLag.AugLagrangian<LRSDPFunction>& mlpack::optimization::LRSDP::AugLag () [inline]¶
Modify the augmented Lagrangian object. Definition at line 103 of file lrsdp.hpp. References augLag.const arma::vec& mlpack::optimization::LRSDP::B () const [inline]¶
Return the vector of B values. Definition at line 91 of file lrsdp.hpp.arma::vec& mlpack::optimization::LRSDP::B () [inline]¶
Modify the vector of B values. Definition at line 93 of file lrsdp.hpp.const arma::mat& mlpack::optimization::LRSDP::C () const [inline]¶
Return the objective function matrix (C). Definition at line 76 of file lrsdp.hpp.arma::mat& mlpack::optimization::LRSDP::C () [inline]¶
Modify the objective function matrix (C). Definition at line 78 of file lrsdp.hpp.const LRSDPFunction& mlpack::optimization::LRSDP::Function () const [inline]¶
Return the function to be optimized. Definition at line 96 of file lrsdp.hpp.LRSDPFunction& mlpack::optimization::LRSDP::Function () [inline]¶
Modify the function to be optimized. Definition at line 98 of file lrsdp.hpp.double mlpack::optimization::LRSDP::Optimize (arma::mat &coordinates)¶
Optimize the LRSDP and return the final objective value. The given coordinates will be modified to contain the final solution. Parameters:coordinates Starting coordinates for the
optimization.
std::string mlpack::optimization::LRSDP::ToString () const¶
Return a string representation of the object.Member Data Documentation¶
AugLagrangian<LRSDPFunction> mlpack::optimization::LRSDP::augLag [private]¶
The AugLagrangian object which will be used for optimization. Definition at line 113 of file lrsdp.hpp. Referenced by AugLag().LRSDPFunction mlpack::optimization::LRSDP::function [private]¶
Function to optimize, which the AugLagrangian object holds. Definition at line 110 of file lrsdp.hpp.Author¶
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