Mehrotra predictor–corrector method: Difference between revisions

Revision as of 15:07, 17 March 2018

Revision as of 08:21, 8 February 2019

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\end{align}</math>

where <math>X=\text{diag}(x)</math> and <math>S=\text{diag}(s)</math> whence <math>e=(1,1,\dots,1)^T\in\mathbb{R}^{1n \times n1}</math>.

These conditions can be reformulated as a mapping <math>F: \mathbb{R}^{2n+m}\rightarrow\mathbb{R}^{2n+m}</math> as follows