Conditioning of Convex Programs from a Primal-Dual Perspective.
Javier PeñaPublished in: Math. Oper. Res. (2001)
Keyphrases
- primal dual
- convex programs
- convex functions
- condition numbers
- linear programming
- linear program
- convex optimization
- affine scaling
- interior point methods
- linear programming problems
- convergence rate
- approximation algorithms
- interior point algorithm
- variational inequalities
- algorithm for linear programming
- interior point
- simplex algorithm
- semidefinite programming
- simplex method
- saddle point
- dual formulation
- duality gap
- multiscale
- np hard