Timeline for LP/QP with not-so-constant linear constaints
Current License: CC BY-SA 3.0
2 events
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| Aug 3, 2012 at 23:29 | comment | added | JJL | Thanks Robert for your answer. I found a paper by Robert Freund, which works for equality constraints but has a similar idea. [See dspace.mit.edu/bitstream/handle/1721.1/2072/… I have a question: for QP (and degenerate LP), $A_B$ can be nonsquare thus $A_B^{-1}$ may not exist. How do we handle that? | |
| Aug 3, 2012 at 18:12 | history | answered | Robert Israel | CC BY-SA 3.0 |