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The KKT System

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Linear Programming

Part of the book series: International Series in Operations Research & Management Science ((ISOR,volume 114))

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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

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References

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© 2008 Robert J.Vanderbei

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Vanderbei, R.J. (2008). The KKT System. In: Linear Programming. International Series in Operations Research & Management Science, vol 114. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-74388-2_19

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