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

[Stephen Tu]

Hi,

This is related to #401. You're right, currently we only support general sparse and dense matrices, but have no way of handling say, A_i = aa^T efficiently. I'm hoping somebody picks up #401 as part of GSOC, but who knows. Your best bet right now would probably be to either handroll your own LRSDP, or make the appropriate edits to mlpack. Sorry that I don't have anything better to suggest ( I don't think there are any decent open source LRSDP libraries out there, surprisingly since so many people use it! )

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