Which can be rewritten by expressing as
Where is some stimate of the solution, and is the desired step.
We then get
Where
Search
Jan 06, 2025, 1 min read
Which can be rewritten by expressing x∗ as
x∗=x+pWhere x is some stimate of the solution, and p is the desired step.
We then get
[GAAT0][−pλ∗]=[gh]Where
h=Ax−b,g=c+Gx,p=x∗−x