A note on a potential reduction algorithm for LP with simultaneous primal-dual updating.
S. HuangKenneth O. KortanekPublished in: Oper. Res. Lett. (1991)
Keyphrases
- primal dual
- linear programming
- linear program
- algorithm for linear programming
- affine scaling
- linear programming problems
- convex optimization
- simplex method
- interior point methods
- interior point
- simplex algorithm
- approximation algorithms
- semidefinite programming
- interior point algorithm
- variational inequalities
- convergence rate
- infeasible interior point
- convex programming
- valid inequalities
- duality gap
- convex optimization problems
- saddle point
- dual formulation
- np hard
- special case