[mlpack-git] [mlpack] Implementation of primal-dual interior point SDP solver (#391)

[Ryan Curtin]

> +  math::Svec(X, sx);
> +  math::Svec(Z, sz);
> +
> +  arma::vec rp, rd, rc, gk;
> +
> +  arma::mat Rc, F, Einv_F_AsparseT, Einv_F_AdenseT, Gk,
> +            M, DualCheck;
> +
> +  rp.set_size(sdp.NumConstraints());
> +
> +  Einv_F_AsparseT.set_size(n2bar, sdp.NumSparseConstraints());
> +  Einv_F_AdenseT.set_size(n2bar, sdp.NumDenseConstraints());
> +  M.set_size(sdp.NumConstraints(), sdp.NumConstraints());
> +
> +  double primalObj = 0., alpha, beta;
> +  for (size_t iteration = 0; iteration != maxIterations; iteration++)

`iteration` should probably initialize to 1 if you want to allow unlimited iterations with `maxIterations = 0`.

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Reply to this email directly or view it on GitHub:
https://github.com/mlpack/mlpack/pull/391/files#r23541761
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