An unconstrained dual approach to solving Karmarkar-type linear programs using conventional barrier functions.
Jacob H.-S. TsaoShu-Cherng FangPublished in: Math. Methods Oper. Res. (1995)
Keyphrases
- linear program
- primal dual
- simplex method
- linear programming problems
- linear programming
- integer program
- quadratic program
- convex functions
- semi infinite
- mixed integer program
- optimal solution
- interior point methods
- column generation
- lagrangian dual
- dynamic programming
- stochastic programming
- convex optimization problems
- dual variables
- nonlinear programming
- linear inequalities
- extreme points
- objective function
- mixed integer
- semidefinite programming
- quadratic programming
- interior point
- simplex algorithm
- np hard
- duality gap
- cutting plane
- markov decision problems
- convex optimization
- combinatorial optimization
- multi objective
- learning algorithm
- mixed integer linear program
- nelder mead