Interface to a primal dual interior point solver.
More...
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| PrimalDualSolver (const SDPType &sdp) |
| Construct a new solver instance from a given SDP instance. More...
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| PrimalDualSolver (const SDPType &sdp, const arma::mat &initialX, const arma::vec &initialYSparse, const arma::vec &initialYDense, const arma::mat &initialZ) |
| Construct a new solver instance from a given SDP instance. More...
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double & | DualInfeasTol () |
| Modify the dual infeasibility tolerance. More...
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size_t & | MaxIterations () |
| Modify the maximum number of iterations to run before converging. More...
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double & | NormXzTol () |
| Modify the XZ tolerance. More...
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double | Optimize (arma::mat &X, arma::vec &ySparse, arma::vec &yDense, arma::mat &Z) |
| Invoke the optimization procedure, returning the converged values for the primal and dual variables. More...
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double | Optimize (arma::mat &X) |
| Invoke the optimization procedure, and only return the primal variable. More...
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double & | PrimalInfeasTol () |
| Modify the primal infeasibility tolerance. More...
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const SDPType & | SDP () const |
| Return the underlying SDP instance. More...
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double & | Tau () |
| Modify tau. Typical values are 0.99. More...
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template<typename SDPType>
class mlpack::optimization::PrimalDualSolver< SDPType >
Interface to a primal dual interior point solver.
- Template Parameters
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Definition at line 26 of file primal_dual.hpp.
◆ PrimalDualSolver() [1/2]
Construct a new solver instance from a given SDP instance.
Uses a random, positive initialization point.
- Parameters
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sdp | Initialized SDP to be solved. |
◆ PrimalDualSolver() [2/2]
PrimalDualSolver |
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const SDPType & |
sdp, |
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const arma::mat & |
initialX, |
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const arma::vec & |
initialYSparse, |
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const arma::vec & |
initialYDense, |
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const arma::mat & |
initialZ |
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Construct a new solver instance from a given SDP instance.
Uses a random, positive initialization point. Both initialX and initialZ need to be positive definite matrices.
- Parameters
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sdp | Initialized SDP to be solved. |
initialX | |
initialYSparse | |
initialYDense | |
initialZ | |
◆ DualInfeasTol()
double& DualInfeasTol |
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Modify the dual infeasibility tolerance.
Definition at line 93 of file primal_dual.hpp.
◆ MaxIterations()
size_t& MaxIterations |
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Modify the maximum number of iterations to run before converging.
Definition at line 96 of file primal_dual.hpp.
◆ NormXzTol()
◆ Optimize() [1/2]
double Optimize |
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arma::mat & |
X, |
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arma::vec & |
ySparse, |
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arma::vec & |
yDense, |
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arma::mat & |
Z |
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) |
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◆ Optimize() [2/2]
double Optimize |
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arma::mat & |
X | ) |
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inline |
◆ PrimalInfeasTol()
double& PrimalInfeasTol |
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inline |
Modify the primal infeasibility tolerance.
Definition at line 90 of file primal_dual.hpp.
◆ SDP()
const SDPType& SDP |
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const |
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◆ Tau()
The documentation for this class was generated from the following file: