A projected-gradient interior-point algorithm for complementarity problems.
Roberto AndreaniJoaquim JúdiceJosé Mario MartínezJoão PatrícioPublished in: Numer. Algorithms (2011)
Keyphrases
- semidefinite programming
- primal dual
- interior point
- interior point methods
- variational inequalities
- semidefinite
- linear programming
- convex optimization
- linear program
- convergence rate
- linear programming problems
- approximation algorithms
- quadratic programming
- optimal solution
- simplex method
- maximum margin
- kernel matrix
- lower bound
- feature vectors
- computationally intensive
- learning tasks