Solving the continuous nonlinear resource allocation problem with an interior point method.
Stephen E. WrightJames J. RohalPublished in: Oper. Res. Lett. (2014)
Keyphrases
- interior point methods
- linear programming problems
- quadratic programming
- interior point algorithm
- convex programming
- convex optimization
- linear programming
- solving problems
- quadratic program
- primal dual
- linear systems
- semidefinite programming
- linear program
- preconditioned conjugate gradient method
- simplex method
- inequality constraints
- coefficient matrix
- nonlinear programming
- computationally intensive
- natural images