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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

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