A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties.
André L. TitsAndreas WächterSasan BakhtiariThomas J. UrbanCraig T. LawrencePublished in: SIAM J. Optim. (2003)
Keyphrases
- primal dual
- nonlinear programming
- interior point methods
- variational inequalities
- linear programming
- semidefinite programming
- convergence rate
- inequality constraints
- linear program
- optimality conditions
- linear programming problems
- interior point algorithm
- convex optimization
- convex programming
- interior point
- approximation algorithms
- saddle point
- equality constraints
- column generation
- np hard
- semidefinite
- quadratic programming
- dynamic programming
- support vector machine
- linear constraints
- kernel matrix
- training samples
- optimization problems
- upper bound