A primal-dual interior-point method for semidefinite optimization based on a class of trigonometric barrier functions.
M. Reza PeyghamiS. Fathi HafshejaniS. ChenPublished in: Oper. Res. Lett. (2016)
Keyphrases
- semidefinite
- interior point methods
- primal dual
- convex optimization problems
- semidefinite programming
- convex optimization
- linear programming
- linear program
- interior point
- linear programming problems
- interior point algorithm
- convergence rate
- approximation algorithms
- quadratic programming
- analytic center
- variational inequalities
- convex relaxation
- convex sets
- reinforcement learning
- solving problems
- total variation
- dynamic programming