sdp.hpp

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#ifndef MLPACK_CORE_OPTIMIZERS_SDP_SDP_HPP
#define MLPACK_CORE_OPTIMIZERS_SDP_SDP_HPP

#include <mlpack/prereqs.hpp>
#include <mlpack/core/math/lin_alg.hpp>

namespace mlpack {
namespace optimization {

template <typename ObjectiveMatrixType>
class SDP
{
 public:
  typedef ObjectiveMatrixType objective_matrix_type;

  SDP();

  SDP(const size_t n,
      const size_t numSparseConstraints,
      const size_t numDenseConstraints);

  size_t N() const { return c.n_rows; }

  size_t N2bar() const { return N() * (N() + 1) / 2; }

  size_t NumSparseConstraints() const { return sparseB.n_elem; }
  size_t NumDenseConstraints() const { return denseB.n_elem; }

  size_t NumConstraints() const { return sparseB.n_elem + denseB.n_elem; }

  ObjectiveMatrixType& C() { return c; }
  const ObjectiveMatrixType& C() const { return c; }

  const std::vector<arma::sp_mat>& SparseA() const { return sparseA; }

  std::vector<arma::sp_mat>& SparseA() { return sparseA; }

  const std::vector<arma::mat>& DenseA() const { return denseA; }

  std::vector<arma::mat>& DenseA() { return denseA; }

  const arma::vec& SparseB() const { return sparseB; }
  arma::vec& SparseB() { return sparseB; }

  const arma::vec& DenseB() const { return denseB; }
  arma::vec& DenseB() { return denseB; }

  bool HasLinearlyIndependentConstraints() const;

 private:
  ObjectiveMatrixType c;

  std::vector<arma::sp_mat> sparseA;
  arma::vec sparseB;

  std::vector<arma::mat> denseA;
  arma::vec denseB;
};

} // namespace optimization
} // namespace mlpack

// Include implementation.
#include "sdp_impl.hpp"

#endif