Solving nested-constraint resource allocation problems with an interior point method.
Stephen E. WrightSooyeong LimPublished in: Oper. Res. Lett. (2020)
Keyphrases
- resource allocation problems
- interior point methods
- inequality constraints
- linear programming problems
- quadratic programming
- interior point algorithm
- convex programming
- resource allocation
- convex optimization
- resource constraints
- primal dual
- linear programming
- convex optimization problems
- solving problems
- nonlinear programming
- linear program
- simplex method
- semidefinite programming
- combinatorial optimization
- equality constraints
- coefficient matrix