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

[Ryan Curtin]

Basically everything here looks good.  It would be nice if you could comment the internal bits of the algorithm more (even if it's just "solve equation X from the paper, which does $thing") and the goals of the tests; then I can probably go through the Armadillo expressions and optimize them a bit.  I'll merge once you tell me you're happy with it.  Also, is there anything I can compare with?  You've said Mosek is very fast and it's not totally reasonable to compare with that, but maybe it's worth comparing with MATLAB's SDP solvers or something like SeDuMi, CSDP, or whatever?

---
Reply to this email directly or view it on GitHub:
https://github.com/mlpack/mlpack/pull/391#issuecomment-71488727
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <https://mailman.cc.gatech.edu/pipermail/mlpack-git/attachments/20150126/2cb8ecf3/attachment.html>