A relaxed primal-dual path-following algorithm for linear programming.
Tsung-Min HwangChih-Hung LinWen-Wei LinShu-Cherng FangPublished in: Ann. Oper. Res. (1996)
Keyphrases
- primal dual
- algorithm for linear programming
- affine scaling
- interior point
- linear programming
- semidefinite programming
- search direction
- linear program
- infeasible interior point
- linear programming problems
- convex optimization
- interior point methods
- approximation algorithms
- optimal solution
- convergence rate
- simplex algorithm
- variational inequalities
- interior point algorithm
- duality gap
- simplex method
- convex functions
- convex programming
- feasible solution
- subband