AugmentedKKTMatrix

class kona.linalg.matrices.hessian.AugmentedKKTMatrix(vector_factories, optns=None)

Bases: kona.linalg.matrices.hessian.basic.BaseHessian

Matrix object for the the normal system associated with the reduced KKT system.

The normal system is defined as:

\[\begin{split}\begin{bmatrix} I && 0 && Aeq^T && Ain^T \\ 0 && Sigma && 0 && I \\ Aeq && 0 && 0 && 0 \\ Ain && I && 0 && 0 \end{bmatrix}\end{split}\]

This matrix is used to solve the normal-step in a composite-step algorithm.

linearize(at_kkt, at_state)

product(in_vec, out_vec)

solve(rhs, solution, rel_tol=None)