Q-superlinear convergence of the iterates in primal-dual interior-point methods.
Florian A. PotraPublished in: Math. Program. (2001)
Keyphrases
- interior point methods
- primal dual
- linear programming
- convex optimization
- linear program
- interior point algorithm
- linear programming problems
- variational inequalities
- interior point
- semidefinite programming
- approximation algorithms
- convergence rate
- newton method
- semidefinite
- quadratic programming
- multiscale
- machine learning