An inexact primal-dual path following algorithm for convex quadratic SDP.
Kim-Chuan TohPublished in: Math. Program. (2008)
Keyphrases
- convex quadratic
- primal dual
- semidefinite programming
- inequality constraints
- interior point methods
- nonlinear programming
- linear programming
- convex programming
- convex optimization
- linear program
- semidefinite
- approximation algorithms
- variational inequalities
- convergence rate
- algorithm for linear programming
- optimality conditions
- np hard
- equality constraints
- hyperplane
- optimal solution
- feasible solution
- upper bound
- dynamic programming
- special case
- support vector