#include <NlpLinsysDiag.hh>
Inheritance diagram for NlpLinsysDiag:
The primal dual system has a diagonal element for each primal and dual component of the variables. The values of the diagonals are the values before any block elimination has been done to the system. In other words, the system is thought of as having the following form
where the diagonal elements corresponding to simple bounds are blocks of 
, although it is likely that block elimination on these blocks will be done to condense the system before it is solved. As is suggested, the elements of 
will be added to the Hessian of the Lagrangian in the primal-dual system.
1.2.18