<p>In <a href="https://github.com/mlpack/mlpack/pull/391#discussion_r23541761">src/mlpack/core/optimizers/sdp/primal_dual_impl.hpp</a>:</p>
<pre style='color:#555'>> + 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++)
</pre>
<p><code>iteration</code> should probably initialize to 1 if you want to allow unlimited iterations with <code>maxIterations = 0</code>.</p>
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