Content deleted Content added
m →Formulation: \\ newline {{math}} |
Correct inconsistency in use of 'q' (a vector in the LCP) and 'Q' (a matrix in the QLP) |
||
Line 12:
The vector ''w'' is a [[slack variable]],<ref>{{citation|title=Convex Optimization of Power Systems|first=Joshua Adam|last=Taylor|publisher=Cambridge University Press|year=2015| isbn=9781107076877|page=172|url=https://books.google.com/books?id=JBdoBgAAQBAJ&pg=PA172}}.</ref> and so is generally discarded after ''z'' is found. As such, the problem can also be formulated as:
* <math>Mz+
* <math>z \geqslant 0</math>
* <math>z^{\mathrm{T}}(Mz+q) = 0</math> (the complementarity condition)
Line 19:
Finding a solution to the linear complementarity problem is associated with minimizing the quadratic function
: <math>f(z) = z^T(Mz+
subject to the constraints
: <math>{Mz}+
: <math>z \geqslant 0</math>
| |||