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

[Stephen Tu]

> +  SDP<arma::mat> sdp(g.NumVertices(), g.NumEdges() + 1, 0);
> +  sdp.C().ones();
> +  sdp.C() *= -1.;
> +  sdp.SparseA()[0].eye(g.NumVertices(), g.NumVertices());
> +  for (size_t i = 0; i < g.NumEdges(); i++)
> +  {
> +    sdp.SparseA()[i + 1].zeros(g.NumVertices(), g.NumVertices());
> +    sdp.SparseA()[i + 1](g.Edges()(0, i), g.Edges()(1, i)) = 1.;
> +    sdp.SparseA()[i + 1](g.Edges()(1, i), g.Edges()(0, i)) = 1.;
> +  }
> +  sdp.SparseB().zeros();
> +  sdp.SparseB()[0] = 1.;
> +  return sdp;
> +}
> +
> +// TODO(stephentu): does arma have a builtin way to do this?

Yes, I'm not sure why I didn't see that in the docs! Thanks

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https://github.com/mlpack/mlpack/pull/391/files#r23552980
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