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more specifically, it's a QP problem |
→Online version: this is not significant enough to be mentioned here, looks like WP:SPAM |
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When all the Lagrange multipliers satisfy the KKT conditions (within a user-defined tolerance), the problem has been solved. Although this algorithm is guaranteed to converge, heuristics are used to choose the pair of multipliers so as to accelerate the rate of convergence.
== References ==
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