[mlpack-git] [mlpack] SDP should deal with linearly dependent constraints somehow (#404)
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Fri Feb 13 04:22:41 EST 2015
we need some strategy for dealing w/ a linearly dependent set of constraints. for LR-SDP, this isn't so big of a deal. but, this is especially key for the primal dual methods, which require this assumption so that various linear systems have unique solutions. we could either introduce a method which removes redundant constraints, or adapt the primal-dual method to handle degenerate linear systems.
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