Improving the rate of convergence of interior point methods for linear programming.
Vera V. Kovacevic-VujcicPublished in: Math. Program. (1991)
Keyphrases
- interior point methods
- linear programming
- linear program
- interior point
- primal dual
- convex programming
- quadratic programming
- semidefinite programming
- linear programming problems
- interior point algorithm
- convergence rate
- integer programming
- optimal solution
- convex optimization
- feasible solution
- np hard
- simplex algorithm
- column generation
- cutting plane method
- dynamic programming
- semidefinite
- objective function
- machine learning
- computational complexity