Solving KKT linear system (which solver for LDLᵀ factorization?)
julialang.org
Solving KKT linear system (which solver for LDLᵀ factorization?)
I would like to solve a system of linear equations given in a vector form as \begin{bmatrix} Q & A^\top \\ A & 0\end{bmatrix}\begin{bmatrix}x\\ \lambda\end{bmatrix} = \begin{bmatrix} c \\ -b \end{bmatrix} The matrix Q is symmetric and positive definite. The matrix A has full row rank. The matrix is called KKT matrix and the full equation is ...
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