Complexity analysis and numerical implementation of primal-dual interior-point methods for convex quadratic optimization based on a finite barrier.
Xinzhong CaiGuoqiang WangZihou ZhangPublished in: Numer. Algorithms (2013)
Keyphrases
- interior point methods
- complexity analysis
- primal dual
- convex optimization
- linear programming
- linear program
- semidefinite programming
- interior point
- convex programming
- interior point algorithm
- linear programming problems
- theoretical analysis
- simplex algorithm
- lower bound
- convergence rate
- variational inequalities
- semidefinite
- approximation algorithms
- quadratic programming
- first order logic
- solving problems
- computational complexity
- computationally intensive
- convex quadratic optimization
- nonlinear programming
- upper bound
- equality constraints