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

[Ryan Curtin]

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:

http://big.cc.gt.atl.ga.us/job/mlpack%20-%20nightly%20matrix%20build/

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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Reply to this email directly or view it on GitHub:
https://github.com/mlpack/mlpack/issues/387#issuecomment-72676172
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