Existence, uniqueness, and convergence of the regularized primal-dual central path.
Jordi CastroJordi CuestaPublished in: Oper. Res. Lett. (2010)
Keyphrases
- primal dual
- convergence rate
- line search
- linear programming
- affine scaling
- linear programming problems
- convergence speed
- interior point methods
- convex optimization
- half quadratic
- algorithm for linear programming
- interior point algorithm
- linear program
- semidefinite programming
- approximation algorithms
- variational inequalities
- simplex algorithm
- global convergence
- step size
- interior point
- convex programming
- sufficient conditions
- infeasible interior point
- simplex method
- objective function
- dual formulation
- saddle point
- convex optimization problems
- np hard
- convergence analysis