[mlpack-git] master: SDP primal-dual: use a more numerically stable starting point (660aa77)

[gitdub at big.cc.gt.atl.ga.us]

Repository : https://github.com/mlpack/mlpack

On branch  : master
Link       : https://github.com/mlpack/mlpack/compare/904762495c039e345beba14c1142fd719b3bd50e...f94823c800ad6f7266995c700b1b630d5ffdcf40

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commit 660aa77179b75713f60163840117fe011ec960b1
Author: Stephen Tu <tu.stephenl at gmail.com>
Date:   Fri Feb 13 01:07:52 2015 -0800

    SDP primal-dual: use a more numerically stable starting point


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660aa77179b75713f60163840117fe011ec960b1
 src/mlpack/tests/sdp_primal_dual_test.cpp | 10 ++++------
 1 file changed, 4 insertions(+), 6 deletions(-)

diff --git a/src/mlpack/tests/sdp_primal_dual_test.cpp b/src/mlpack/tests/sdp_primal_dual_test.cpp
index 35651fb..e442535 100644
--- a/src/mlpack/tests/sdp_primal_dual_test.cpp
+++ b/src/mlpack/tests/sdp_primal_dual_test.cpp
@@ -240,10 +240,7 @@ static void SolveMaxCutPositiveSDP(const SDP<arma::sp_mat>& sdp)
   ydense0.set_size(0);
 
   // infeasible, but positive starting point
-  X0.randu(sdp.N(), sdp.N());
-  X0 *= X0.t();
-  X0 += 0.01 * arma::eye<arma::mat>(sdp.N(), sdp.N());
-
+  X0 = arma::eye<arma::mat>(sdp.N(), sdp.N());
   ysparse0 = arma::randu<arma::vec>(sdp.NumSparseConstraints());
   Z0.eye(sdp.N(), sdp.N());
 
@@ -264,11 +261,12 @@ BOOST_AUTO_TEST_CASE(SmallMaxCutSdp)
   UndirectedGraph g;
   UndirectedGraph::ErdosRenyiRandomGraph(g, 10, 0.3, true);
   sdp = ConstructMaxCutSDPFromGraph(g);
-  SolveMaxCutFeasibleSDP(sdp);
 
   // the following was resulting in non-positive Z0 matrices on some
   // random instances.
-  //SolveMaxCutPositiveSDP(sdp);
+  //SolveMaxCutFeasibleSDP(sdp);
+
+  SolveMaxCutPositiveSDP(sdp);
 }
 
 BOOST_AUTO_TEST_CASE(SmallLovaszThetaSdp)