X hits on this document

52 views

0 shares

0 downloads

0 comments

13 / 15

IE417 Lecture 24

KKT Conditions for QP

x>v

=0

u>y

=0

x, y, u, v

0

  • This is a linear complementarity problem.

D e n o t e b y M Q

the corresponding constraint matrix.

  • The KKT conditions for QP are

Ax + y Hx

=b A>u + v = c

12

Document info
Document views52
Page views52
Page last viewedSat Jan 21 20:28:21 UTC 2017
Pages15
Paragraphs182
Words1167

Comments