mlpack::optimization::LRSDPFunction< SDPType > Class Template Reference

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

Inheritance diagram for mlpack::optimization::LRSDPFunction< SDPType >:

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...

Private Attributes
arma::mat	initialPoint
	Initial point. More...
SDPType	sdp
	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

template<typename SDPType>

mlpack::optimization::LRSDPFunction< SDPType >::LRSDPFunction	(	const SDPType &	sdp,
		const arma::mat &	initialPoint
	)

Construct the LRSDPFunction from the given SDP.

Parameters

sdp
initialPoint

template<typename SDPType>

mlpack::optimization::LRSDPFunction< SDPType >::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

template<typename SDPType>

double mlpack::optimization::LRSDPFunction< SDPType >::Evaluate

(

const arma::mat &

coordinates

)

const

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

template<typename SDPType>

double mlpack::optimization::LRSDPFunction< SDPType >::EvaluateConstraint	(	const size_t	index,
		const arma::mat &	coordinates
	)		const

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

template<typename SDPType>

const arma::mat& mlpack::optimization::LRSDPFunction< SDPType >::GetInitialPoint ( ) const

inline

Get the initial point of the LRSDP.

Definition at line 84 of file lrsdp_function.hpp.

template<typename SDPType>

void mlpack::optimization::LRSDPFunction< SDPType >::Gradient	(	const arma::mat &	coordinates,
		arma::mat &	gradient
	)		const

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

template<typename SDPType>

void mlpack::optimization::LRSDPFunction< SDPType >::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.

template<typename SDPType>

size_t mlpack::optimization::LRSDPFunction< SDPType >::NumConstraints ( ) const

inline

Get the total number of constraints in the LRSDP.

Definition at line 81 of file lrsdp_function.hpp.

template<typename SDPType>

const SDPType& mlpack::optimization::LRSDPFunction< SDPType >::SDP ( ) const

inline

Return the SDP object representing the problem.

Definition at line 87 of file lrsdp_function.hpp.

template<typename SDPType>

SDPType& mlpack::optimization::LRSDPFunction< SDPType >::SDP ( )

inline

Modify the SDP object representing the problem.

Definition at line 90 of file lrsdp_function.hpp.

Member Data Documentation

template<typename SDPType>

arma::mat mlpack::optimization::LRSDPFunction< SDPType >::initialPoint

private

Initial point.

Definition at line 98 of file lrsdp_function.hpp.

Referenced by mlpack::optimization::LRSDPFunction< optimization::SDP< arma::sp_mat > >::GetInitialPoint().

template<typename SDPType>

SDPType mlpack::optimization::LRSDPFunction< SDPType >::sdp

private

SDP object representing the problem.

Definition at line 95 of file lrsdp_function.hpp.

Referenced by mlpack::optimization::LRSDPFunction< optimization::SDP< arma::sp_mat > >::SDP().

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

• src/mlpack/core/optimizers/sdp/lrsdp_function.hpp