A generalized direction in interior point method for monotone linear complementarity problems.
Mounir HaddouTangi MigotJérémy OmerPublished in: Optim. Lett. (2019)
Keyphrases
- interior point methods
- interior point
- linear complementarity problem
- convex optimization
- semidefinite
- primal dual
- semidefinite programming
- linear programming
- linear program
- quadratic programming
- linear programming problems
- variational inequalities
- solving problems
- sufficient conditions
- computationally intensive
- feature extraction
- linear systems
- objective function
- convergence rate
- convex relaxation
- feature vectors
- lower bound