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Relationship between QP and LCP is due to the KKT theory |
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* <math>\mathbf{q} = \left[\begin{array}{c}\mathbf{c}\\-\mathbf{b}\end{array}\right]</math>
* <math>\mathbf{M} = \left[\begin{array}{cc} \mathbf{Q} & -\mathbf{A}^{T}\\ \mathbf{A} & 0\end{array}\right]</math>
In fact, most QP solvers work on the LCP formulation, including the [[interior point method]], principal / complementarity pivoting and [[active set]] methdos.
== See also ==
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