Collaboration diagram for mlpack::optimization::LRSDP:

Public Member Functions
	LRSDP (const size_t numConstraints, const arma::mat &initialPoint)
	Create an LRSDP to be optimized. More...

	LRSDP (const size_t numConstraints, const arma::mat &initialPoint, AugLagrangian< LRSDP > &augLagrangian)
	Create an LRSDP to be optimized, passing in an already-created AugLagrangian object. More...

const std::vector< arma::mat > &	A () const
	Return the vector of A matrices (which correspond to the constraints). More...

std::vector< arma::mat > &	A ()
	Modify the veector of A matrices (which correspond to the constraints). More...

const arma::uvec &	AModes () const
	Return the vector of modes for the A matrices. More...

arma::uvec &	AModes ()
	Modify the vector of modes for the A matrices. More...

const AugLagrangian< LRSDP > &	AugLag () const
	Return the augmented Lagrangian object. More...

AugLagrangian< LRSDP > &	AugLag ()
	Modify the augmented Lagrangian object. More...

const arma::vec &	B () const
	Return the vector of B values. More...

arma::vec &	B ()
	Modify the vector of B values. More...

const arma::mat &	C () const
	Return the objective function matrix (C). More...

arma::mat &	C ()
	Modify the objective function matrix (C). 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 ()
	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 number of constraints in the LRSDP. More...

double	Optimize (arma::mat &coordinates)
	Optimize the LRSDP and return the final objective value. More...

Private Attributes
std::vector< arma::mat >	a
	A_i for each constraint. More...

arma::uvec	aModes
	1 if entries in matrix, 0 for normal. More...

AugLagrangian< LRSDP > &	augLag
	The AugLagrangian object which will be used for optimization. More...

AugLagrangian< LRSDP >	augLagInternal
	Internal AugLagrangian object, if one was not passed at construction time. More...

arma::vec	b
	b_i for each constraint. More...

arma::mat	c
	For objective function. More...

arma::mat	initialPoint
	Initial point. More...

Detailed Description

Definition at line 32 of file lrsdp.hpp.

Constructor & Destructor Documentation

mlpack::optimization::LRSDP::LRSDP	(	const size_t	numConstraints,
		const arma::mat &	initialPoint
	)

Create an LRSDP to be optimized.

The solution will end up being a matrix of size (rank) x (rows). To construct each constraint and the objective function, use the functions A(), B(), and C() to set them correctly.

Parameters

numConstraints	Number of constraints in the problem.
rank	Rank of the solution (<= rows).
rows	Number of rows in the solution.

mlpack::optimization::LRSDP::LRSDP	(	const size_t	numConstraints,
		const arma::mat &	initialPoint,
		AugLagrangian< LRSDP > &	augLagrangian
	)

Create an LRSDP to be optimized, passing in an already-created AugLagrangian object.

The given initial point should be set to the size (rows) x (rank), where (rank) is the reduced rank of the problem.

Parameters

numConstraints	Number of constraints in the problem.
initialPoint	Initial point of the optimization.
auglag	Pre-initialized AugLagrangian<LRSDP> object.

Member Function Documentation

const std::vector<arma::mat>& mlpack::optimization::LRSDP::A ( ) const

inline

Return the vector of A matrices (which correspond to the constraints).

Definition at line 106 of file lrsdp.hpp.

References a.

std::vector<arma::mat>& mlpack::optimization::LRSDP::A ( )

inline

Modify the veector of A matrices (which correspond to the constraints).

Definition at line 108 of file lrsdp.hpp.

References a.

const arma::uvec& mlpack::optimization::LRSDP::AModes ( ) const

inline

Return the vector of modes for the A matrices.

Definition at line 111 of file lrsdp.hpp.

References aModes.

arma::uvec& mlpack::optimization::LRSDP::AModes ( )

inline

Modify the vector of modes for the A matrices.

Definition at line 113 of file lrsdp.hpp.

References aModes.

const AugLagrangian<LRSDP>& mlpack::optimization::LRSDP::AugLag ( ) const

inline

Return the augmented Lagrangian object.

Definition at line 121 of file lrsdp.hpp.

References augLag.

AugLagrangian<LRSDP>& mlpack::optimization::LRSDP::AugLag ( )

inline

Modify the augmented Lagrangian object.

Definition at line 123 of file lrsdp.hpp.

References augLag.

const arma::vec& mlpack::optimization::LRSDP::B ( ) const

inline

Return the vector of B values.

Definition at line 116 of file lrsdp.hpp.

References b.

arma::vec& mlpack::optimization::LRSDP::B ( )

inline

Modify the vector of B values.

Definition at line 118 of file lrsdp.hpp.

References b.

const arma::mat& mlpack::optimization::LRSDP::C ( ) const

inline

Return the objective function matrix (C).

Definition at line 101 of file lrsdp.hpp.

References c.

arma::mat& mlpack::optimization::LRSDP::C ( )

inline

Modify the objective function matrix (C).

Definition at line 103 of file lrsdp.hpp.

References c.

double mlpack::optimization::LRSDP::Evaluate ( const arma::mat & coordinates ) const

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

This is used by AugLagrangian<LRSDP>.

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

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

const arma::mat& mlpack::optimization::LRSDP::GetInitialPoint ( )

Get the initial point of the LRSDP.

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

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

This is used by AugLagrangian<LRSDP>.

void mlpack::optimization::LRSDP::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.

size_t mlpack::optimization::LRSDP::NumConstraints ( ) const

inline

Get the number of constraints in the LRSDP.

Definition at line 95 of file lrsdp.hpp.

References b.

double mlpack::optimization::LRSDP::Optimize ( arma::mat & coordinates )

Optimize the LRSDP and return the final objective value.

The given coordinates will be modified to contain the final solution.

Parameters

coordinates Starting coordinates for the optimization.

Member Data Documentation

std::vector<arma::mat> mlpack::optimization::LRSDP::a

private

A_i for each constraint.

Definition at line 131 of file lrsdp.hpp.

Referenced by A().

arma::uvec mlpack::optimization::LRSDP::aModes

private

1 if entries in matrix, 0 for normal.

Definition at line 136 of file lrsdp.hpp.

Referenced by AModes().

AugLagrangian<LRSDP>& mlpack::optimization::LRSDP::augLag

private

The AugLagrangian object which will be used for optimization.

Definition at line 145 of file lrsdp.hpp.

Referenced by AugLag().

AugLagrangian<LRSDP> mlpack::optimization::LRSDP::augLagInternal

private

Internal AugLagrangian object, if one was not passed at construction time.

Definition at line 142 of file lrsdp.hpp.

arma::vec mlpack::optimization::LRSDP::b

private

b_i for each constraint.

Definition at line 133 of file lrsdp.hpp.

Referenced by B(), and NumConstraints().

arma::mat mlpack::optimization::LRSDP::c

private

For objective function.

Definition at line 129 of file lrsdp.hpp.

Referenced by C().

arma::mat mlpack::optimization::LRSDP::initialPoint

private

Initial point.

Definition at line 139 of file lrsdp.hpp.

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

src/mlpack/core/optimizers/lrsdp/lrsdp.hpp

Public Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation