A Scaled Gauss--Newton Primal-Dual Search Direction for Semidefinite Optimization.
Etienne de KlerkJiming PengCees RoosTamás TerlakyPublished in: SIAM J. Optim. (2001)
Keyphrases
- semidefinite
- primal dual
- semidefinite programming
- interior point
- interior point methods
- convex optimization
- linear programming problems
- linear programming
- convex relaxation
- linear program
- convergence rate
- nonlinear programming
- approximation algorithms
- variational inequalities
- convex sets
- sufficient conditions
- column generation
- optimization problems
- dynamic programming
- image processing