PrimalDualSolver< SDPType > Class Template Reference

Interface to a primal dual interior point solver. More...

Public Member Functions
	PrimalDualSolver (const SDPType &sdp)
	Construct a new solver instance from a given SDP instance. More...
	PrimalDualSolver (const SDPType &sdp, const arma::mat &initialX, const arma::vec &initialYSparse, const arma::vec &initialYDense, const arma::mat &initialZ)
	Construct a new solver instance from a given SDP instance. More...
double &	DualInfeasTol ()
	Modify the dual infeasibility tolerance. More...
size_t &	MaxIterations ()
	Modify the maximum number of iterations to run before converging. More...
double &	NormXzTol ()
	Modify the XZ tolerance. More...
double	Optimize (arma::mat &X, arma::vec &ySparse, arma::vec &yDense, arma::mat &Z)
	Invoke the optimization procedure, returning the converged values for the primal and dual variables. More...
double	Optimize (arma::mat &X)
	Invoke the optimization procedure, and only return the primal variable. More...
double &	PrimalInfeasTol ()
	Modify the primal infeasibility tolerance. More...
const SDPType &	SDP () const
	Return the underlying SDP instance. More...
double &	Tau ()
	Modify tau. Typical values are 0.99. More...

Detailed Description

template

<

typename

SDPType

>

class mlpack::optimization::PrimalDualSolver< SDPType >

Interface to a primal dual interior point solver.

Template Parameters

SDPType

Definition at line 26 of file primal_dual.hpp.

Constructor & Destructor Documentation

PrimalDualSolver() [1/2]

PrimalDualSolver

(

const SDPType &

sdp

)

Construct a new solver instance from a given SDP instance.

Uses a random, positive initialization point.

Parameters

sdp	Initialized SDP to be solved.

PrimalDualSolver() [2/2]

PrimalDualSolver	(	const SDPType &	sdp,
		const arma::mat &	initialX,
		const arma::vec &	initialYSparse,
		const arma::vec &	initialYDense,
		const arma::mat &	initialZ
	)

Construct a new solver instance from a given SDP instance.

Uses a random, positive initialization point. Both initialX and initialZ need to be positive definite matrices.

Parameters

sdp	Initialized SDP to be solved.
initialX
initialYSparse
initialYDense
initialZ

Member Function Documentation

DualInfeasTol()

double& DualInfeasTol ( )

inline

Modify the dual infeasibility tolerance.

Definition at line 93 of file primal_dual.hpp.

MaxIterations()

size_t& MaxIterations ( )

inline

Modify the maximum number of iterations to run before converging.

Definition at line 96 of file primal_dual.hpp.

NormXzTol()

double& NormXzTol ( )

inline

Modify the XZ tolerance.

Definition at line 87 of file primal_dual.hpp.

Optimize() [1/2]

double Optimize	(	arma::mat &	X,
		arma::vec &	ySparse,
		arma::vec &	yDense,
		arma::mat &	Z
	)

Invoke the optimization procedure, returning the converged values for the primal and dual variables.

Parameters

X
ySparse
yDense
Z

Referenced by PrimalDualSolver< SDPType >::Optimize().

Optimize() [2/2]

double Optimize ( arma::mat &  X )

inline

Invoke the optimization procedure, and only return the primal variable.

Parameters

X

Definition at line 73 of file primal_dual.hpp.

References PrimalDualSolver< SDPType >::Optimize().

PrimalInfeasTol()

double& PrimalInfeasTol ( )

inline

Modify the primal infeasibility tolerance.

Definition at line 90 of file primal_dual.hpp.

SDP()

const SDPType& SDP ( ) const

inline

Return the underlying SDP instance.

Definition at line 81 of file primal_dual.hpp.

Tau()

double& Tau ( )

inline

Modify tau. Typical values are 0.99.

Definition at line 84 of file primal_dual.hpp.

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

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