Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

[WIP] Building the KKT matrix #23

Open
wants to merge 2 commits into
base: main
Choose a base branch
from
Open

[WIP] Building the KKT matrix #23

wants to merge 2 commits into from

Conversation

sbugosen
Copy link
Collaborator

@sbugosen sbugosen commented May 7, 2024

Steps:

  1. Derive the KKT optimality conditions and the KKT matrix (not the symmetric one yet).
  2. Calculate hessian of Lagrangian, gradient of equalities, gradient of inequalities, duals for inequalities, and inequality values.

@sbugosen sbugosen changed the title Building the KKT matrix [WIP] Building the KKT matrix May 7, 2024
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

1 participant