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Add the definition of e in ipm.tex
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amontoison committed May 1, 2024
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Expand Up @@ -109,8 +109,8 @@ \subsection{Solving the KKT conditions with the interior-point method}
\end{bmatrix} = 0
\; .
\end{equation}
We introduce in \eqref{eq:kkt_ipm} the diagonal matrices $X = \diag(x_1, \cdots, x_n)$
and $S = \diag(s_1, \cdots, s_{m_i})$.
We introduce the diagonal matrices $X = \text{diag}(x_1, \cdots, x_n)$ and
$S = \text{diag}(s_1, \cdots, s_{m_i})$, along with the vector of ones $e$.
As we drive the barrier parameter $\mu$ to $0$, the solution of the
system $F_\mu(x, s, y, z, u, v) = 0$ tends to the solution of the
KKT conditions~\eqref{eq:kktconditions}.
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