Solving KKT linear system (which solver for LDLᵀ factorization?)
julialang.org
Solving KKT linear system (which solver for LDLᵀ factorization?)
I would like to solve a system of linear equations given in a vector form as \begin{bmatrix} Q & A^\top \\ A & 0\end{bmatrix}\begin{bmatrix}x\\ \lambda\end{bmatrix} = \begin{bmatrix} c \\ -b \end{bmatrix} The matrix Q is symmetric and positive definite. The matrix A has full row rank. The matrix is called KKT matrix and the full equation is ...
Mar 7, 2022
KKT Conditions Explained
show that the kkt conditions have no solution explain 63633
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