A new interior-point algorithm based on modified Nesterov-Todd direction for symmetric cone linear complementarity problem.
Behrouz KheirfamN. Mahdavi-AmiriPublished in: Optim. Lett. (2014)
Keyphrases
- semidefinite programming
- linear complementarity problem
- interior point algorithm
- semidefinite
- interior point methods
- primal dual
- linear programming
- interior point
- variational inequalities
- complementarity problems
- linear program
- linear programming problems
- convex optimization
- simplex method
- convergence rate
- kernel matrix
- convex sets
- maximum margin
- approximation algorithms
- dynamic programming
- optimal solution
- column generation
- quadratic programming
- image processing
- high dimensional data