A New Efficient Large-Update Primal-Dual Interior-Point Method Based on a Finite Barrier.
Yan-Qin BaiMohamed El GhamiCornelis RoosPublished in: SIAM J. Optim. (2002)
Keyphrases
- primal dual
- interior point methods
- linear programming
- convex optimization
- linear program
- interior point algorithm
- affine scaling
- semidefinite programming
- approximation algorithms
- linear programming problems
- convergence rate
- variational inequalities
- convex programming
- interior point
- computationally intensive
- algorithm for linear programming
- inequality constraints
- convex optimization problems
- semidefinite
- analytic center
- mixed integer
- image processing
- nonlinear programming
- optimal solution
- multiscale