Uniform Sampling Spectrahedra #35
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- create class spectrahedron - expose function to write sdpa format files in R
- fix examples - add data for example - add roxygen comments
- add copyrights headers - add test that writes and reads a sdpa format file - add the test in test/CMakeLists.txt
- create folder examples in root - add an example main to read / write sdpa format files
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- hit and run boundary oracle - coordinate hit and run boundary oracle - billiard boundary oracle
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A more efficient algorithm is implemented here #42 making this PR redundant. |
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Implement Sampled covariance matrix heuristic for the randomized cutting plane algorithm for SDP.
Also, changed the stopping criterion; stop, when the matrix from evaluated the linear matrix inequality is singular. For more info, here.