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Robbybp / surrogate-vs-implicit

Comparing surrogate models and implicit function formulations for chemical process models
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[WIP] Building the KKT matrix #23

Open sbugosen opened 6 months ago

sbugosen commented 6 months ago

Steps:

  1. Derive the KKT optimality conditions and the KKT matrix (not the symmetric one yet).
  2. Calculate hessian of Lagrangian, gradient of equalities, gradient of inequalities, duals for inequalities, and inequality values.