A Globally Convergent LP-Newton Method.
Andreas FischerMarkus HerrichAlexey F. IzmailovMikhail V. SolodovPublished in: SIAM J. Optim. (2016)
Keyphrases
- newton method
- globally convergent
- quadratic programming
- linear programming
- convergence analysis
- variational inequalities
- linear equations
- regularized least squares
- linear program
- optimality conditions
- primal dual
- linear svm
- global convergence
- optimal solution
- nonnegative matrix factorization
- interior point methods
- fixed point
- global optimum
- optimization methods
- nonlinear programming
- sensitivity analysis
- logistic regression
- np hard