lrsdp_function.hpp

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#ifndef MLPACK_CORE_OPTIMIZERS_SDP_LRSDP_FUNCTION_HPP
#define MLPACK_CORE_OPTIMIZERS_SDP_LRSDP_FUNCTION_HPP

#include <mlpack/prereqs.hpp>
#include <mlpack/core/optimizers/aug_lagrangian/aug_lagrangian.hpp>
#include <mlpack/core/optimizers/sdp/sdp.hpp>

namespace mlpack {
namespace optimization {

template <typename SDPType>
class LRSDPFunction
{
 public:
  LRSDPFunction(const SDPType& sdp,
                const arma::mat& initialPoint);

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

  double Evaluate(const arma::mat& coordinates) const;

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

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

  size_t NumConstraints() const { return sdp.NumConstraints(); }

  const arma::mat& GetInitialPoint() const { return initialPoint; }

  const SDPType& SDP() const { return sdp; }

  SDPType& SDP() { return sdp; }

  const arma::mat& RRT() const { return rrt; }

  arma::mat& RRT()  { return rrt; }

 private:
  SDPType sdp;

  arma::mat initialPoint;

  arma::mat rrt;
};

// Declare specializations in lrsdp_function.cpp.
template <>
inline double AugLagrangianFunction<LRSDPFunction<SDP<arma::sp_mat>>>::Evaluate(
    const arma::mat& coordinates) const;

template <>
inline double AugLagrangianFunction<LRSDPFunction<SDP<arma::mat>>>::Evaluate(
    const arma::mat& coordinates) const;

template <>
inline void AugLagrangianFunction<LRSDPFunction<SDP<arma::sp_mat>>>::Gradient(
    const arma::mat& coordinates,
    arma::mat& gradient) const;

template <>
inline void AugLagrangianFunction<LRSDPFunction<SDP<arma::mat>>>::Gradient(
    const arma::mat& coordinates,
    arma::mat& gradient) const;

} // namespace optimization
} // namespace mlpack

// Include implementation
#include "lrsdp_function_impl.hpp"

#endif // MLPACK_CORE_OPTIMIZERS_SDP_LRSDP_FUNCTION_HPP