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

Evan Patterson notifications at github.com
Wed Mar 16 17:24:00 EDT 2016


Upon further thought, I do think there is an important reason to handle classes of constraints differently, as in the template approach: the optimal order of the calculations depends on the type of the constraint. When computing `L = 2*S*R`, with dense constraints you want to sum `S` first then multiply `S*R` (as is done currently), while with rank-1 constraints you compute each `a a^T R` efficiently and then sum.



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