mlpack_optimization_LRSDPFunction (3)

The objective function that lrsdp is trying to optimize.

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  4. mlpack_optimization_LRSDPFunction: The objective function that lrsdp is trying to optimize.
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  4. mlpack_optimization_LRSDPFunction: The objective function that lrsdp is trying to optimize.

SYNOPSIS

Public Member Functions

LRSDPFunction (const size_t numConstraints, const arma::mat &initialPoint)

Construct the LRSDPFunction with the given initial point and number of constraints. const std::vector< arma::mat > & A () const

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

Modify the veector of A matrices (which correspond to the constraints). const arma::uvec & AModes () const

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

Modify the vector of modes for the A matrices. const arma::vec & B () const

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

Modify the vector of B values. const arma::mat & C () const

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

Modify the objective function matrix (C). double Evaluate (const arma::mat &coordinates) const

Evaluate the objective function of the LRSDP (no constraints) at the given coordinates. double EvaluateConstraint (const size_t index, const arma::mat &coordinates) const

Evaluate a particular constraint of the LRSDP at the given coordinates. const arma::mat & GetInitialPoint () const

Get the initial point of the LRSDP. void Gradient (const arma::mat &coordinates, arma::mat &gradient) const

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

Get the number of constraints in the LRSDP. std::string ToString () const

Return string representation of object.

Private Attributes

std::vector< arma::mat > a

A_i for each constraint. arma::uvec aModes

1 if entries in matrix, 0 for normal. arma::vec b

b_i for each constraint. arma::mat c

Objective function matrix c. arma::mat initialPoint

Initial point.

Detailed Description

The objective function that LRSDP is trying to optimize.

Definition at line 35 of file lrsdp_function.hpp.

Constructor & Destructor Documentation

mlpack::optimization::LRSDPFunction::LRSDPFunction (const size_tnumConstraints, const arma::mat &initialPoint)

Construct the LRSDPFunction with the given initial point and number of constraints. Set the A, B, and C matrices for each constraint using the A(), B(), and C() functions.

Member Function Documentation

const std::vector<arma::mat>& mlpack::optimization::LRSDPFunction::A () const\fC [inline]\fP

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

Definition at line 83 of file lrsdp_function.hpp.

References a.

std::vector<arma::mat>& mlpack::optimization::LRSDPFunction::A ()\fC [inline]\fP

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

Definition at line 85 of file lrsdp_function.hpp.

References a.

const arma::uvec& mlpack::optimization::LRSDPFunction::AModes () const\fC [inline]\fP

Return the vector of modes for the A matrices.

Definition at line 88 of file lrsdp_function.hpp.

References aModes.

arma::uvec& mlpack::optimization::LRSDPFunction::AModes ()\fC [inline]\fP

Modify the vector of modes for the A matrices.

Definition at line 90 of file lrsdp_function.hpp.

References aModes.

const arma::vec& mlpack::optimization::LRSDPFunction::B () const\fC [inline]\fP

Return the vector of B values.

Definition at line 93 of file lrsdp_function.hpp.

References b.

arma::vec& mlpack::optimization::LRSDPFunction::B ()\fC [inline]\fP

Modify the vector of B values.

Definition at line 95 of file lrsdp_function.hpp.

References b.

const arma::mat& mlpack::optimization::LRSDPFunction::C () const\fC [inline]\fP

Return the objective function matrix (C).

Definition at line 78 of file lrsdp_function.hpp.

References c.

arma::mat& mlpack::optimization::LRSDPFunction::C ()\fC [inline]\fP

Modify the objective function matrix (C).

Definition at line 80 of file lrsdp_function.hpp.

References c.

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

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

double mlpack::optimization::LRSDPFunction::EvaluateConstraint (const size_tindex, const arma::mat &coordinates) const

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

const arma::mat& mlpack::optimization::LRSDPFunction::GetInitialPoint () const\fC [inline]\fP

Get the initial point of the LRSDP.

Definition at line 75 of file lrsdp_function.hpp.

References initialPoint.

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

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

void mlpack::optimization::LRSDPFunction::GradientConstraint (const size_tindex, 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::LRSDPFunction::NumConstraints () const\fC [inline]\fP

Get the number of constraints in the LRSDP.

Definition at line 72 of file lrsdp_function.hpp.

References b.

std::string mlpack::optimization::LRSDPFunction::ToString () const

Return string representation of object.

Member Data Documentation

std::vector<arma::mat> mlpack::optimization::LRSDPFunction::a\fC [private]\fP

A_i for each constraint.

Definition at line 104 of file lrsdp_function.hpp.

Referenced by A().

arma::uvec mlpack::optimization::LRSDPFunction::aModes\fC [private]\fP

1 if entries in matrix, 0 for normal.

Definition at line 111 of file lrsdp_function.hpp.

Referenced by AModes().

arma::vec mlpack::optimization::LRSDPFunction::b\fC [private]\fP

b_i for each constraint.

Definition at line 106 of file lrsdp_function.hpp.

Referenced by B(), and NumConstraints().

arma::mat mlpack::optimization::LRSDPFunction::c\fC [private]\fP

Objective function matrix c.

Definition at line 102 of file lrsdp_function.hpp.

Referenced by C().

arma::mat mlpack::optimization::LRSDPFunction::initialPoint\fC [private]\fP

Initial point.

Definition at line 109 of file lrsdp_function.hpp.

Referenced by GetInitialPoint().

Author

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