Infeasible path-following interior point algorithm for Cartesian P*(κ) nonlinear complementarity problems over symmetric cones.
Huali ZhaoHongwei LiuPublished in: Int. J. Comput. Math. (2018)
Keyphrases
- complementarity problems
- interior point algorithm
- interior point
- primal dual
- interior point methods
- linear programming
- variational inequalities
- convex optimization
- semidefinite programming
- linear complementarity problem
- linear program
- linear programming problems
- approximation algorithms
- semidefinite
- quadratic programming
- computationally intensive
- simplex method
- solving problems
- convergence rate
- column generation
- least squares
- dynamic programming
- objective function
- reinforcement learning
- matrix factorization