An Implementation of a Primal-Dual Interior Point Method for Linear Programming.
Kevin A. McShaneClyde L. MonmaDavid F. ShannoPublished in: INFORMS J. Comput. (1989)
Keyphrases
- primal dual
- linear programming
- interior point methods
- linear program
- interior point algorithm
- linear programming problems
- interior point
- simplex algorithm
- convex programming
- semidefinite programming
- variational inequalities
- quadratic programming
- algorithm for linear programming
- convex optimization
- inequality constraints
- feasible solution
- simplex method
- approximation algorithms
- integer programming
- nonlinear programming
- convergence rate
- objective function
- dynamic programming
- column generation
- np hard
- optimal solution
- semidefinite
- convex functions
- analytic center
- higher order
- computational complexity
- machine learning