The Primal-Dual Active Set Strategy as a Semismooth Newton Method.
Michael HintermüllerKazufumi ItoKarl KunischPublished in: SIAM J. Optim. (2002)
Keyphrases
- variational inequalities
- primal dual
- newton method
- interior point
- linear programming
- convex optimization
- interior point methods
- linear program
- linear programming problems
- convergence rate
- approximation algorithms
- semidefinite programming
- convex sets
- special case
- nonnegative matrix factorization
- high dimensional
- objective function