Matching-based preprocessing algorithms to the solution of saddle-point problems in large-scale nonconvex interior-point optimization.
Olaf SchenkAndreas WächterMichael HagemannPublished in: Comput. Optim. Appl. (2007)
Keyphrases
- interior point
- saddle point
- linear programming
- convex optimization
- interior point methods
- semidefinite
- primal dual
- semidefinite programming
- linear programming problems
- linear program
- linear systems
- nonnegative matrix factorization
- optimization problems
- optimal solution
- variational inequalities
- mixed integer
- quadratic programming
- feasible solution
- integer programming
- lp relaxation
- penalty function
- quadratic program
- dynamic programming
- total variation
- multiple objectives
- data representation
- objective function
- numerical methods
- sufficient conditions
- simplex method
- convergence rate
- high dimensional