15 #ifndef __MLPACK_CORE_OPTIMIZERS_SDP_LRSDP_FUNCTION_HPP 16 #define __MLPACK_CORE_OPTIMIZERS_SDP_LRSDP_FUNCTION_HPP 23 namespace optimization {
28 template <
typename SDPType>
54 const size_t numDenseConstraints,
55 const arma::mat& initialPoint);
61 double Evaluate(
const arma::mat& coordinates)
const;
67 void Gradient(
const arma::mat& coordinates, arma::mat& gradient)
const;
73 const arma::mat& coordinates)
const;
79 const arma::mat& coordinates,
80 arma::mat& gradient)
const;
89 const SDPType&
SDP()
const {
return sdp; }
106 const arma::mat& coordinates)
const;
110 const arma::mat& coordinates)
const;
114 const arma::mat& coordinates,
115 arma::mat& gradient)
const;
119 const arma::mat& coordinates,
120 arma::mat& gradient)
const;
126 #include "lrsdp_function_impl.hpp" 128 #endif // __MLPACK_CORE_OPTIMIZERS_SDP_LRSDP_FUNCTION_HPP const SDPType & SDP() const
Return the SDP object representing the problem.
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.
double Evaluate(const arma::mat &coordinates) const
Evaluate the objective function of the LRSDP (no constraints) at the given coordinates.
Linear algebra utility functions, generally performed on matrices or vectors.
double EvaluateConstraint(const size_t index, const arma::mat &coordinates) const
Evaluate a particular constraint of the LRSDP at the given coordinates.
The objective function that LRSDP is trying to optimize.
SDPType sdp
SDP object representing the problem.
SDPType & SDP()
Modify the SDP object representing the problem.
size_t NumConstraints() const
Get the total number of constraints in the LRSDP.
Include all of the base components required to write MLPACK methods, and the main MLPACK Doxygen docu...
arma::mat initialPoint
Initial point.
LRSDPFunction(const SDPType &sdp, const arma::mat &initialPoint)
Construct the LRSDPFunction from the given SDP.
This is a utility class used by AugLagrangian, meant to wrap a LagrangianFunction into a function usa...
const arma::mat & GetInitialPoint() const
Get the initial point of the LRSDP.