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Equality constrained QP



1 comment

  • Robert Luce
    Gurobi Staff Gurobi Staff

    I'm assuming that all your variables are unconstrained?  In that case, unfortunately, Gurobi will invoke the barrier method nevertheless.  You may want to consider building the KKT matrix yourself and use an indefinite direct method to solve the system directly from within Julia, say, via ldltfact.


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