On the Quadratic Convergence of the Simplified Mizuno-Todd-Ye Algorithm for Linear Programming.
Clóvis C. GonzagaRichard A. TapiaPublished in: SIAM J. Optim. (1997)
Keyphrases
- algorithm for linear programming
- primal dual
- convergence rate
- affine scaling
- linear programming
- linear program
- semidefinite programming
- infeasible interior point
- variational inequalities
- convergence speed
- approximation algorithms
- convex optimization
- globally convergent
- global convergence
- pairwise
- objective function
- initial conditions
- quadratic function
- number of iterations required
- machine learning
- semi supervised
- multiscale
- genetic algorithm