Class | Description |
---|---|
AbstractKKTSolver |
Solves the KKT system:
H.v + [A]T.w = -g,
A.v = -h, (H is square and symmetric) |
AugmentedKKTSolver |
Solves the KKT system
H.v + [A]T.w = -g,
A.v = -h with singular H. |
BasicKKTSolver |
H.v + [A]T.w = -g,
A.v = -h |
UpperDiagonalHKKTSolver |
Solves
H.v + [A]T.w = -g,
A.v = -h for upper diagonal H. |
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