A primal-dual interior-point algorithm for second-order cone optimization with full Nesterov-Todd step.
Guo-Qiang WangYan-Qin BaiPublished in: Appl. Math. Comput. (2009)
Keyphrases
- primal dual
- interior point algorithm
- saddle point
- semidefinite programming
- linear programming
- interior point methods
- linear program
- affine scaling
- convex optimization
- convergence rate
- approximation algorithms
- convex programming
- variational inequalities
- linear programming problems
- interior point
- semidefinite
- algorithm for linear programming
- simplex method
- quadratic programming
- structured prediction
- optimization problems
- np hard
- combinatorial optimization
- convex relaxation
- worst case