LRSDPFunction< SDPType > Class Template Reference

The objective function that LRSDP is trying to optimize. More...

Inheritance diagram for LRSDPFunction< SDPType >:

Public Member Functions
	LRSDPFunction (const SDPType &sdp, const arma::mat &initialPoint)
	Construct the LRSDPFunction from the given SDP. More...
	LRSDPFunction (const size_t numSparseConstraints, const size_t numDenseConstraints, const arma::mat &initialPoint)
	Construct the LRSDPFunction with the given initial point and number of constraints. More...
double	Evaluate (const arma::mat &coordinates) const
	Evaluate the objective function of the LRSDP (no constraints) at the given coordinates. More...
double	EvaluateConstraint (const size_t index, const arma::mat &coordinates) const
	Evaluate a particular constraint of the LRSDP at the given coordinates. More...
const arma::mat &	GetInitialPoint () const
	Get the initial point of the LRSDP. More...
void	Gradient (const arma::mat &coordinates, arma::mat &gradient) const
	Evaluate the gradient of the LRSDP (no constraints) at the given coordinates. More...
void	GradientConstraint (const size_t index, const arma::mat &coordinates, arma::mat &gradient) const
	Evaluate the gradient of a particular constraint of the LRSDP at the given coordinates. More...
size_t	NumConstraints () const
	Get the total number of constraints in the LRSDP. More...
const arma::mat &	RRT () const
	Get R*R^T matrix. More...
arma::mat &	RRT ()
	Modify R*R^T matrix. More...
const SDPType &	SDP () const
	Return the SDP object representing the problem. More...
SDPType &	SDP ()
	Modify the SDP object representing the problem. More...

Detailed Description

template

<

typename

SDPType

>

class mlpack::optimization::LRSDPFunction< SDPType >

The objective function that LRSDP is trying to optimize.

Note: LRSDPfunction is designed and implemented to specifically work with a combination of AugLagrangian and L-BFGS optimizer. Implemenation of LRSDPFunction includes caching R * R^T matrix in order to avoid redundant computations(Specifically with above two optimizers) of R * R^T matrix through AugLagrangian optimizer call, as only L-BFGS takes part in updating R(coordinates) matrix. So, be careful while using LRSDP with some other optimizer. You may need to modify caching process of R * R^T matrix. See EvaluateImpl() in lrsdp_function_impl.hpp for more details.

Definition at line 36 of file lrsdp_function.hpp.

Constructor & Destructor Documentation

LRSDPFunction() [1/2]

LRSDPFunction	(	const SDPType &	sdp,
		const arma::mat &	initialPoint
	)

Construct the LRSDPFunction from the given SDP.

Parameters

sdp
initialPoint

LRSDPFunction() [2/2]

LRSDPFunction	(	const size_t	numSparseConstraints,
		const size_t	numDenseConstraints,
		const arma::mat &	initialPoint
	)

Construct the LRSDPFunction with the given initial point and number of constraints.

Note n_cols of the initialPoint specifies the rank.

Set the A_x, B_x, and C_x matrices for each constraint using the A_x(), B_x(), and C_x() functions, for x in {sparse, dense}.

Parameters

numSparseConstraints
numDenseConstraints
initialPoint

Member Function Documentation

Evaluate()

double Evaluate

(

const arma::mat &

coordinates

)

const

Evaluate the objective function of the LRSDP (no constraints) at the given coordinates.

Referenced by LRSDPFunction< mlpack::optimization::SDP< arma::sp_mat > >::RRT().

EvaluateConstraint()

double EvaluateConstraint	(	const size_t	index,
		const arma::mat &	coordinates
	)		const

Evaluate a particular constraint of the LRSDP at the given coordinates.

GetInitialPoint()

const arma::mat& GetInitialPoint ( ) const

inline

Get the initial point of the LRSDP.

Definition at line 92 of file lrsdp_function.hpp.

Gradient()

void Gradient	(	const arma::mat &	coordinates,
		arma::mat &	gradient
	)		const

Evaluate the gradient of the LRSDP (no constraints) at the given coordinates.

Referenced by LRSDPFunction< mlpack::optimization::SDP< arma::sp_mat > >::RRT().

GradientConstraint()

void GradientConstraint	(	const size_t	index,
		const arma::mat &	coordinates,
		arma::mat &	gradient
	)		const

Evaluate the gradient of a particular constraint of the LRSDP at the given coordinates.

NumConstraints()

size_t NumConstraints ( ) const

inline

Get the total number of constraints in the LRSDP.

Definition at line 89 of file lrsdp_function.hpp.

RRT() [1/2]

const arma::mat& RRT ( ) const

inline

Get R*R^T matrix.

Definition at line 101 of file lrsdp_function.hpp.

RRT() [2/2]

arma::mat& RRT ( )

inline

Modify R*R^T matrix.

Definition at line 104 of file lrsdp_function.hpp.

SDP() [1/2]

const SDPType& SDP ( ) const

inline

Return the SDP object representing the problem.

Definition at line 95 of file lrsdp_function.hpp.

SDP() [2/2]

SDPType& SDP ( )

inline

Modify the SDP object representing the problem.

Definition at line 98 of file lrsdp_function.hpp.

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The documentation for this class was generated from the following file:

• src/mlpack/core/optimizers/sdp/lrsdp_function.hpp