[mlpack-git] [mlpack] Low-rank constraint matrices in LRSDP (#578)

[Evan Patterson]

In many applications of LRSDP, the constraint matrices A have very low rank. In my case, they are rank 1. For the problem sizes that interest me, even forming all those matrices would exhaust my memory. Does mlpack have special support for low-rank matrices? (It doesn't look like it, but I'm experienced with neither Armadillo nor mlpack.)

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