On Mon, Mar 26, 2018 at 08:23:20PM +0000, LI Xuran wrote: > >I took a quick look at your proposal and I think it is relatively clear > >and sufficiently detailed. I am not clear on exactly what you mean by > >"5. it might also be useful to write an algorithm to pre-process the > >dataset to make it smoother and convex"---note that the LRSDP algorithm > >breaks the convexity of SDPs and it is a nonconvex optimization. > > Thanks a lot for the feedback! Yeah, you are right about the LRSDP is > a nonconvex optimization, what I intend to say is that during the > process of sample generation, it might be helpful if we can have some > constraints (say convex and closed? I am not too sure about the detail > constraints yet but there is a theorem in the paper of local minima > specifying it ) on the data to guarantee that an optimal solution can > always be reached on the sample created, both by LRSDP and a dual > solver. > > I 've gone through the rest of papers and Posts about LRSDP on Github > during the past few days, as I am interested in what effort have been > made to debug it. Do you think the following ideas would be helpful > to the debug project: > > 1. refactor the SDP class to allow detail constraints specified in input. > 2. create variable template to specify linear/sparse/dense > constraints on input or A(constraint matrix) and support evaluation > of Tr(A_i * UU^T) > > > I didn't add these two to my proposal, but if you think implementing > those would be useful than I can also look into it and take it as a > part of the project. Maybe I can try to approach it during the > community bound.
Hi Daniel, I realize my response is past the deadline here, so the proposal can't be modified. Still I did want to ask for a little clarification of what you mean to be sure I understand correctly. For the refactoring you are proposing, can you tell me what more of what you mean by "allow detail constraints specified in input"? I think the MVU SDP can be expressed only with sparse and dense constraints, which we already have implemented. So I'm not sure what advantage using variadic templates would get us; can you clarify that please? Thanks, Ryan -- Ryan Curtin | "Happy premise #2: There is no giant foot trying [email protected] | to squash me." - Kit Ramsey _______________________________________________ mlpack mailing list [email protected] http://knife.lugatgt.org/cgi-bin/mailman/listinfo/mlpack
