Perturbed Newton Method with Trust-region Time-stepping Schemes for Linear Programming with Uncertain Data.
Xin-Long LuoYi-yan YaoPublished in: CoRR (2020)
Keyphrases
- trust region
- newton method
- linear programming
- quadratic programming
- optimality conditions
- nonlinear programming
- variational inequalities
- convergence analysis
- linear program
- primal dual
- linear equations
- regularized least squares
- column generation
- optimal solution
- linear svm
- dynamic programming
- sensitivity analysis
- np hard
- objective function
- support vector machine
- global convergence
- feature selection
- global optimum
- knowledge discovery
- special case