[mlpack-git] [mlpack] Add a primal-dual interior point SDP solver (#387)

Ryan Curtin notifications at github.com
Tue Feb 3 10:59:03 EST 2015

Actually, there is something left to do... it looks like occasionally, the initial Z matrix passed to PrimalDualSolver is not symmetric positive definite:

`[FATAL] PrimalDualSolver::PrimalDualSolver(): initialZ needs to be symmetric positive definite.`

(according to the errors, at least.)  This occurs sometimes in the tests:


It looks like Armadillo 4.000 and older did not support the expression '-arma::sp_mat()'.  I'll take care of backporting that functionality shortly.

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