A full-Newton step feasible interior-point algorithm for $$P_*(\kappa )$$ P ∗ ( κ ) -linear complementarity problems.
G. Q. WangC. J. YuKok Lay TeoPublished in: J. Glob. Optim. (2014)
Keyphrases
- interior point algorithm
- interior point
- linear complementarity problem
- interior point methods
- primal dual
- linear programming
- convex optimization
- linear program
- feasible solution
- variational inequalities
- semidefinite programming
- sufficient conditions
- convergence rate
- semidefinite
- linear programming problems
- quadratic programming
- simplex method
- linear systems
- lower bound
- approximation algorithms
- upper bound
- feature selection