The KKT system

Robert J. Vanderbei

doi:10.1007/978-3-030-39415-8_19

The KKT system

Robert J. Vanderbei

Research output: Chapter in Book/Report/Conference proceeding › Chapter

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 Δx, Δy, Δw, and Δz:.

Original language	English (US)
Title of host publication	International Series in Operations Research and Management Science
Publisher	Springer
Pages	325-331
Number of pages	7
DOIs	https://doi.org/10.1007/978-3-030-39415-8_19
State	Published - 2020
Externally published	Yes

Publication series

Name	International Series in Operations Research and Management Science
Volume	285
ISSN (Print)	0884-8289
ISSN (Electronic)	2214-7934

All Science Journal Classification (ASJC) codes

Software
Computer Science Applications
Strategy and Management
Management Science and Operations Research
Applied Mathematics

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10.1007/978-3-030-39415-8_19

Cite this

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The KKT system

Abstract

Publication series

All Science Journal Classification (ASJC) codes

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