Struct KktSystem 

pub struct KktSystem {
    pub matrix: Vec<Vec<f64>>,
    pub n: usize,
    pub p: usize,
}

Represents the assembled KKT system for an equality-constrained QP.

Stores the bordered matrix and provides utilities for solving and computing sensitivity.

Fields

matrix: Vec<Vec<f64>>

The bordered KKT matrix K = [Q Aᵀ; A 0].

n: usize

Dimension n (number of primal variables).

p: usize

Number of equality constraints p.

Implementations

impl KktSystem

pub fn new(q: &[Vec<f64>], a: &[Vec<f64>]) -> Self

Build a new KKT system from Q and A.

pub fn solve( &self, b1: &[f64], b2: &[f64], ) -> OptimizeResult<(Vec<f64>, Vec<f64>)>

Solve the KKT system: K [x; ν] = [b1; b2].

pub fn sensitivity( &self, q: &[Vec<f64>], a: &[Vec<f64>], x: &[f64], nu: &[f64], dl_dx: &[f64], ) -> OptimizeResult<KktGrad>

Compute the sensitivity gradients for the given upstream gradient.

Trait Implementations

impl Clone for KktSystem

fn clone(&self) -> KktSystem

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for KktSystem

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.