// Just a basic idea.  LRSDP would need to be refactored, and probably AugLagrangian too.
class SDP<typename ObjectiveMatrixType>
{
 public:
  // This would be an API modification; I think it could work...
  double Evaluate(const arma::mat& coordinates);
  double EvaluateConstraint(const arma::mat& coordinates, const size_t i);
  void Gradient(const arma::mat& coordinates, arma::mat& gradient);
  void GradientConstraint(const arma::mat& coordinates, arma::mat& gradient);

 private:
  ObjectiveMatrixType c;
  std::vector<arma::sp_mat> sparseA;
  arma::vec sparseB;
  std::vector<arma::mat> denseA;
  arma::vec denseB;
};

template<typename ObjectiveMatrixType>
class LinearConstraintSDP : public SDP<ObjectiveMatrixType>
{
 public:
  // We need new evaluate functions...
  double Evaluate(const arma::mat& coordinates);
  double EvaluateConstraint(const arma::mat& coordinates, const size_t i);
  void Gradient(const arma::mat& coordinates, arma::mat& gradient);
  void GradientConstraint(const arma::mat& coordinates, arma::mat& gradient);

 private:
  // In addition to what the parent class holds, we need to hold linear constraints too.
  std::vector<LinearConstraint> linearA;
  arma::vec linearB;
};