A survey of search directions in interior point methods for linear programming.
Dick den HertogCees RoosPublished in: Math. Program. (1991)
Keyphrases
- linear programming
- interior point methods
- linear program
- interior point
- primal dual
- quadratic programming
- convex programming
- semidefinite programming
- np hard
- linear programming problems
- interior point algorithm
- simplex algorithm
- convex optimization
- column generation
- feasible solution
- cutting plane method
- integer programming
- dynamic programming
- lower bound
- objective function
- semidefinite
- image processing