A Path-Following Projective Interior Point Method for Linear Programming.
Dong X. ShawDonald GoldfarbPublished in: SIAM J. Optim. (1994)
Keyphrases
- interior point methods
- linear programming
- interior point
- semidefinite programming
- primal dual
- linear program
- quadratic programming
- convex programming
- interior point algorithm
- inequality constraints
- linear programming problems
- semidefinite
- dynamic programming
- feasible solution
- simplex method
- column generation
- optimal solution
- nonlinear programming
- objective function
- convex optimization
- np hard
- coefficient matrix
- variational inequalities