Primal - dual methods for linear programming.

Philip E. Gill Walter Murray Dulce B. Ponceleon Michael A. Saunders

Published in: Math. Program. (1995)

Keyphrases

linear programming
primal dual
linear program
interior point
semidefinite programming
interior point algorithm
affine scaling
dynamic programming
approximation algorithms
variational inequalities
nonlinear programming
algorithm for linear programming