lrsdp.hpp

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#ifndef MLPACK_CORE_OPTIMIZERS_SDP_LRSDP_HPP
#define MLPACK_CORE_OPTIMIZERS_SDP_LRSDP_HPP

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

#include "lrsdp_function.hpp"

namespace mlpack {
namespace optimization {

template <typename SDPType>
class LRSDP
{
 public:
  LRSDP(const size_t numSparseConstraints,
        const size_t numDenseConstraints,
        const arma::mat& initialPoint,
        const size_t maxIterations = 1000);

  double Optimize(arma::mat& coordinates);

  const SDPType& SDP() const { return function.SDP(); }
  SDPType& SDP() { return function.SDP(); }

  const LRSDPFunction<SDPType>& Function() const { return function; }
  LRSDPFunction<SDPType>& Function() { return function; }

  const AugLagrangian& AugLag() const { return augLag; }
  AugLagrangian& AugLag() { return augLag; }

  size_t MaxIterations() const { return maxIterations; }
  size_t& MaxIterations() { return maxIterations; }

 private:
  AugLagrangian augLag;
  LRSDPFunction<SDPType> function;
  size_t maxIterations;
};

} // namespace optimization
} // namespace mlpack

// Include implementation
#include "lrsdp_impl.hpp"

#endif