Applications of Dual Schur Complement
نویسندگان
چکیده
منابع مشابه
QPSchur: A dual, active-set, Schur-complement method for large-scale and structured convex quadratic programming
We describe an active-set, dual-feasible Schur-complement method for quadratic programming (QP) with positive definite Hessians. The formulation of the QP being solved is general and flexible, and is appropriate for many different application areas. Moreover, the specialized structure of the QP is abstracted away behind a fixed KKT matrix called Ko and other problem matrices, which naturally le...
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