A Predictor-Corrector Interior-Point Algorithm for the Semidefinite Linear Complementarity Problem Using the Alizadeh-Haeberly-Overton Search Direction.
Masakazu KojimaMasayuki ShidaSusumu ShindohPublished in: SIAM J. Optim. (1999)
Keyphrases
- interior point
- semidefinite
- interior point methods
- semidefinite programming
- primal dual
- convex optimization
- linear programming
- linear program
- linear programming problems
- quadratic programming
- solving problems
- computationally intensive
- convex relaxation
- simplex method
- linear systems
- column generation
- approximation algorithms
- feature vectors