lrsdp.hpp

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#ifndef MLPACK_CORE_OPTIMIZERS_SDP_LRSDP_HPP
#define MLPACK_CORE_OPTIMIZERS_SDP_LRSDP_HPP

#include <mlpack/prereqs.hpp>
#include <mlpack/core/optimizers/aug_lagrangian/aug_lagrangian.hpp>

#include "lrsdp_function.hpp"

namespace mlpack {
namespace optimization {

template <typename SDPType>
class LRSDP
{
 public:
  LRSDP(const size_t numSparseConstraints,
        const size_t numDenseConstraints,
        const arma::mat& initialPoint);

  LRSDP(const SDPType& sdp,
        const arma::mat& initialPoint);

  double Optimize(arma::mat& coordinates);

  const SDPType& SDP() const { return function.SDP(); }
  SDPType& SDP() { return function.SDP(); }

  const LRSDPFunction<SDPType>& Function() const { return function; }
  LRSDPFunction<SDPType>& Function() { return function; }

  const AugLagrangian<LRSDPFunction<SDPType>>& AugLag() const { return augLag; }
  AugLagrangian<LRSDPFunction<SDPType>>& AugLag() { return augLag; }

 private:
  LRSDPFunction<SDPType> function;

  AugLagrangian<LRSDPFunction<SDPType>> augLag;
};

} // namespace optimization
} // namespace mlpack

// Include implementation
#include "lrsdp_impl.hpp"

#endif