A General Primal-Dual Envelope Method for Convex Programming Problems.

Stephen E. Wright

Published in: SIAM J. Optim. (2000)

Keyphrases

convex programming
primal dual
convex optimization
interior point methods
linear programming
interior point algorithm
special case
dynamic programming
computational complexity
convergence rate
semidefinite programming
learning algorithm
image segmentation
missing data
linear programming problems