A New Unblocking Technique to Warmstart Interior Point Methods Based on Sensitivity Analysis.
Jacek GondzioAndreas GrotheyPublished in: SIAM J. Optim. (2008)
Keyphrases
- sensitivity analysis
- interior point methods
- convex optimization
- linear programming
- linear program
- primal dual
- interior point
- semidefinite programming
- managerial insights
- quadratic programming
- cutting plane method
- solving problems
- variational inequalities
- semidefinite
- computationally intensive
- convergence rate
- machine learning
- approximation algorithms
- total variation
- model selection
- optimal solution
- objective function