[mlpack-svn] [MLPACK] #378: sparse matrix support for SDP-LR

[MLPACK Trac]

#378: sparse matrix support for SDP-LR
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  Reporter:  stephentu                  |        Owner:     
      Type:  enhancement                |       Status:  new
  Priority:  minor                      |    Milestone:     
 Component:  mlpack                     |   Resolution:     
  Keywords:  lrsdp, sdp, auglagrangian  |     Blocking:     
Blocked By:                             |  
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Comment (by stephentu):

 Hi Ryan,

 arma::sp_mat doesn't make sense for the coordinates as there's no reason
 to believe the solutions will be sparse in general. but it does make a lot
 of sense for the constraint matrices and the objective function (e.g. in
 the case of max-cut/matrix completion).

 I do have a question for you: can you briefly explain what is intended by
 the "modes" for the constraint matrices?

 As for my higher level goals: I have a bunch of kernels written from the
 class project (writeup you saw) for solving SDPs. I want to open source it
 with a general purpose API, but I'm still debating what's the best way to
 do so. Hence, I was checking out mlpack for some API inspiration.

-- 
Ticket URL: <http://trac.research.cc.gatech.edu/fastlab/ticket/378#comment:3>
MLPACK <www.fast-lab.org>
MLPACK is an intuitive, fast, and scalable C++ machine learning library developed at Georgia Tech.