An implementation of a parallel primal-dual interior point method for block-structured linear programs.
Irvin J. LustigGuangye LiPublished in: Comput. Optim. Appl. (1992)
Keyphrases
- primal dual
- linear program
- interior point methods
- linear programming
- linear programming problems
- interior point algorithm
- interior point
- semidefinite programming
- simplex algorithm
- algorithm for linear programming
- convex programming
- optimal solution
- simplex method
- convex optimization
- convergence rate
- objective function
- variational inequalities
- integer program
- convex functions
- approximation algorithms
- semidefinite
- np hard
- column generation
- dynamic programming
- extreme points
- inequality constraints
- convex optimization problems
- mixed integer
- markov random field
- hyperplane