<p>This PR is intended to address <a href="https://github.com/mlpack/mlpack/issues/578" class="issue-link js-issue-link" data-url="https://github.com/mlpack/mlpack/issues/578" data-id="141350274" data-error-text="Failed to load issue title" data-permission-text="Issue title is private">#578</a>.</p>

<p>It is <em>not</em> ready to merge. I'm starting the PR to get some preliminary feedback and track my progress.</p>

<hr>

<h4>You can view, comment on, or merge this pull request online at:</h4>
<p>&nbsp;&nbsp;<a href='https://github.com/mlpack/mlpack/pull/580'>https://github.com/mlpack/mlpack/pull/580</a></p>

<h4>Commit Summary</h4>
<ul>
  <li>WIP: Refactor LRSDP to support more general linear constraints.</li>
</ul>

<h4>File Changes</h4>
<ul>
  <li>
    <strong>M</strong>
    <a href="https://github.com/mlpack/mlpack/pull/580/files#diff-0">src/mlpack/core/optimizers/sdp/CMakeLists.txt</a>
    (2)
  </li>
  <li>
    <strong>A</strong>
    <a href="https://github.com/mlpack/mlpack/pull/580/files#diff-1">src/mlpack/core/optimizers/sdp/linear_constraint.hpp</a>
    (141)
  </li>
  <li>
    <strong>A</strong>
    <a href="https://github.com/mlpack/mlpack/pull/580/files#diff-2">src/mlpack/core/optimizers/sdp/linear_constraint_impl.hpp</a>
    (100)
  </li>
</ul>

<h4>Patch Links:</h4>
<ul>
  <li><a href='https://github.com/mlpack/mlpack/pull/580.patch'>https://github.com/mlpack/mlpack/pull/580.patch</a></li>
  <li><a href='https://github.com/mlpack/mlpack/pull/580.diff'>https://github.com/mlpack/mlpack/pull/580.diff</a></li>
</ul>

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