The KKT System

  • Robert J. Vanderbei
Part of the International Series in Operations Research & Management Science book series (ISOR, volume 114)


The most time-consuming aspect of each iteration of the path-following method is solving the system of equations that defines the step direction vectors


Normal Equation Dense Column Step Direction Symmetric Linear System Publish Research Paper 
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  4. Kuhn, H. (1976), Nonlinear prgramming: A historical view, in R. Cottle & C. Lemke, eds, ‘Nonlinear Programming, SIAM-AMS Proceedings’, Vol. 9, American Mathetical Society, Providence, RI, pp. 1–26.Google Scholar

Copyright information

© Robert J.Vanderbei 2008

Authors and Affiliations

  • Robert J. Vanderbei
    • 1
  1. 1.Dept. of Operations Research and Financial EngineeringPrinceton UniversityNew JerseyUSA

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