A primal dual projection algorithm for efficient constraint preconditioning.
Anton SchielaMatthias StöckleinMartin WeiserPublished in: CoRR (2020)
Keyphrases
- primal dual
- linear programming
- convergence rate
- interior point algorithm
- simplex algorithm
- affine scaling
- linear program
- semidefinite programming
- infeasible interior point
- convex optimization
- dynamic programming
- approximation algorithms
- np hard
- algorithm for linear programming
- interior point methods
- simplex method
- optimal solution
- convex constraints
- dual formulation
- linear programming problems
- learning algorithm
- convex optimization problems
- worst case
- interior point
- variational inequalities
- convex hull