[mlpack-svn] r11301 - mlpack/trunk/src/mlpack/core/optimizers
fastlab-svn at coffeetalk-1.cc.gatech.edu
fastlab-svn at coffeetalk-1.cc.gatech.edu
Sat Jan 28 18:44:44 EST 2012
Author: rcurtin
Date: 2012-01-28 18:44:44 -0500 (Sat, 28 Jan 2012)
New Revision: 11301
Added:
mlpack/trunk/src/mlpack/core/optimizers/lrsdp/
Log:
This will hold an optimizer for low-rank semidefinite programs, formulated by
Monteiro and Burer. It was originally using AugLagrangian but I decided to
specialize it further to the general LRSDP case.
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