[mlpack-git] [mlpack] Implementation of primal-dual interior point SDP solver (#391)
Stephen Tu
notifications at github.com
Mon Jan 26 13:41:17 EST 2015
> + 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++)
Haha yes good catch
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https://github.com/mlpack/mlpack/pull/391/files#r23553009
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