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InteriorPointQPSolverParamsKktForm Property

Controls how the interior point solver computes search directions. Interior point solvers iteratively solve an optimization problem by computing search directions that roughly follow a central path to the solution. Search directions are typically formed by solving a large, sparse linear system. In practice there are different linear systems that result in essentially the same search directions. The KktForm property specifies which variety applies. Sometimes the solver obtains better performance on large problems with the Augmented setting, depending on problem structure. The default is Blended.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
public InteriorPointQPSolverParamsKktFormOption KktForm { get; set; }

Property Value

See Also