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Richard Otis edited Numerical_Approach.md
over 8 years ago
Commit id: b943a6a07b86e00cc70c44b95c64a13b3f311607
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W_k & -A^T_k \\\
A_k & 0 \end{array} \right]\left[\begin{array}{ccc}
p_k \\\
p_\lambda \end{array}
\right]\left[\begin{array}{ccc} \right] =
\left[\begin{array}{ccc}
-\nabla F_k + A^T_k \lambda_k \\\
-c_k \end{array} \right]\]
\(p\) is the Newton step direction for the next iteration. \(W_k\) is the Hessian matrix of \(L\) with respect to all degrees of freedom except \(\lambda_k\). \(A_k\) is the Jacobian matrix of the constraints, \([\nabla c_1, \nabla c_2, ..., \nabla c_m]^T\).