Superlinear primal-dual affine scaling algorithms for LCP.
Renato D. C. MonteiroStephen J. WrightPublished in: Math. Program. (1995)
Keyphrases
- primal dual
- affine scaling
- algorithm for linear programming
- interior point
- convergence rate
- simplex algorithm
- linear programming
- approximation algorithms
- linear programming problems
- convex optimization problems
- linear program
- convex optimization
- variational inequalities
- interior point methods
- computational complexity
- semidefinite programming
- computationally intensive
- optimization problems
- worst case
- multi objective
- image processing
- interior point algorithm
- simplex method
- convex functions
- upper bound