How statement and proof provenance work
The first chip identifies the source of the statement or construction; the second identifies the source of its local proof or verification.
- Literature-sourced: the exact statement appears in a cited source; only wording and notation differ.
- AI-adapted: a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
- AI-generated: a genuinely novel statement formulated by AI, with no source for the claim itself.
These labels describe origin, not correctness: citations and verification chips remain separate evidence.
Exact exhaustive active-set solve for the SQP quadratic subproblem
Definition
Input an SQP subproblem from The linearized quadratic subproblem in sequential quadratic programming,
using exact real arithmetic. Let and be the numbers of equality and
inequality constraints. Put , ,
, , and , so and
for . First reduce the linearized equality system
: test consistency, and, if consistent, retain the
lexicographically first maximal independent set
of equality row indices with their right-hand sides. If it is inconsistent,
return QP-infeasible. Within each retained row set, use increasing original
indices; an empty row set contributes no rows or right-hand-side entries.
For each subset in increasing bit-mask order:
- Stack the equality rows and the inequality rows , in that order. If these rows are dependent, skip .
- Treat the selected inequalities as equalities and solve where and . Thus the equality entries of are for , followed by for , in the declared row order. The multiplier vector is stored in this same order. The KKT matrix is nonsingular by The SQP KKT matrix is nonsingular under positive reduced curvature.
- Discard the candidate if any linearized inequality is violated or any selected inequality multiplier is negative. Otherwise store .
If no candidate is stored, return QP-infeasible. Otherwise return the
stored candidate with least quadratic objective, breaking an exact tie by the
least subset bit mask, as solution(p, nu, lambda, E, J). Here is
the full equality-multiplier vector, initialized to zero and filled from the
equality components of at indices ; is the full
inequality-multiplier vector, initialized to zero and filled from the selected
components at indices . A finite-precision
implementation that cannot complete a rank test or solve must return
numerical-failure; this definition's exact-arithmetic branch has no such
failure. It requires no
feasible initial step and specifies no pivoting rule for an iterative working
set solver.
Depends on
Used by
Dependency tree · two levels
3 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Jorge Nocedal and Stephen J. Wright, Numerical Optimization, 2nd ed. (standard reference, not scraped)