The KKT System

Robert J. Vanderbei
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Robert J. Vanderbei: Princeton University

Chapter Chapter 19 in Linear Programming, 2008, pp 319-325 from Springer

Abstract: Abstract The most time-consuming aspect of each iteration of the path-following method is solving the system of equations that defines the step direction vectors

Keywords: Normal Equation; Dense Column; Step Direction; Symmetric Linear System; Publish Research Paper (search for similar items in EconPapers)
Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:spr:isochp:978-0-387-74388-2_19

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DOI: 10.1007/978-0-387-74388-2_19

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