bundles / scipy latest / scipy / optimize / _trustregion_constr / qp_subproblem / eqp_kktfact

function

`scipy.optimize._trustregion_constr.qp_subproblem:eqp_kktfact`

source: /scipy/optimize/_trustregion_constr/qp_subproblem.py :20

Signature

def eqp_kktfact ( H , c , A , b )

Summary

Solve equality-constrained quadratic programming (EQP) problem.

Extended Summary

Solve min 1/2 x.T H x + x.t c subject to A x + b = 0 using direct factorization of the KKT system.

Parameters

H : sparse array, shape (n, n): Hessian matrix of the EQP problem.
c : array_like, shape (n,): Gradient of the quadratic objective function.
A : sparse array: Jacobian matrix of the EQP problem.
b : array_like, shape (m,): Right-hand side of the constraint equation.

Returns

x : array_like, shape (n,): Solution of the KKT problem.
lagrange_multipliers : ndarray, shape (m,): Lagrange multipliers of the KKT problem.

Aliases

scipy.optimize._trustregion_constr.qp_subproblem.eqp_kktfact