2014 Reports
Schur Complement Trick for Positive Semi-definite Energies
The Schur complement trick appears sporadically in numerical optimization methods [Schur 1917; Cottle 1974]. The trick is especially useful for solving Lagrangian saddle point problems when minimizing quadratic energies subject to linear equality constraints [Gill et al. 1987]. Typically, to apply the trick, the energy's Hessian is assumed positive definite. I generalize this technique for positive semi-definite Hessians.
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More About This Work
- Academic Units
- Computer Science
- Publisher
- Department of Computer Science, Columbia University
- Series
- Columbia University Computer Science Technical Reports, CUCS-018-14
- Published Here
- June 17, 2014