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SE-Sync Optimization Example with ROPTLIB
This project forked from whuang08/roptlib
SE-Sync Optimization Example with ROPTLIB
@jbriales and @jlblancoc,
I have written a basic test case for the SE-Sync optimization problem (\test\TestStieSync.cpp) and I have taken the matrix X to be a R_(p \times dn) stacked stiefel matrix as given in the conference paper and not the transpose of it as mentioned in the assessment pdf. The problem is defined in the folder \Problems\StieSync and I have used the gradient and hessian as given in Equation 14 of the SE-Sync conference paper.
I wasted a considerable amount of time by trying to check the gradient and hessian for a randomly initialized non-symmetric Q matrix, but I have now realized that Q should be symmetric. I am presently working on reading Q from the given text files and should be able to achieve that soon.
However, I had a doubt regarding the working executable that you mention in the assessment pdf as I have not created one before. Right now I run the test file as ./TestStieSync; I was not able to find a relevant starting point by googling on creating a working executable. Could you please provide me with some initial direction as to how I may create the executable?
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