On Handling Free Variables in Interior-Point Methods for Conic Linear Optimization.
Miguel F. AnjosSamuel BurerPublished in: SIAM J. Optim. (2007)
Keyphrases
- interior point methods
- quadratic programming
- semidefinite
- convex programming
- convex optimization
- semi infinite
- linear systems
- linear programming
- interior point
- semidefinite programming
- linear program
- primal dual
- cutting plane method
- quadratic program
- quadratically constrained quadratic
- solving problems
- feature selection
- convex sets
- convex relaxation
- continuous variables
- linear programming problems
- variable selection
- cross validation
- markov random field
- equality constraints
- support vector machine
- special case