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[WIP] Building the KKT matrix#23

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sbugosen wants to merge 2 commits intomainfrom
kkt_matrix
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[WIP] Building the KKT matrix#23
sbugosen wants to merge 2 commits intomainfrom
kkt_matrix

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@sbugosen sbugosen commented May 7, 2024 •
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Steps:

  1. Derive the KKT optimality conditions and the KKT matrix (not the symmetric one yet).
  2. Calculate hessian of Lagrangian, gradient of equalities, gradient of inequalities, duals for inequalities, and inequality values.

@sbugosen sbugosen changed the title Building the KKT matrix [WIP] Building the KKT matrix May 7, 2024
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