A Modified-Newton Step Primal-dual Interior Point Algorithm for Linear Complementarity Problems.
Lipu ZhangYinghong XuPublished in: J. Softw. (2011)
Keyphrases
- primal dual
- interior point algorithm
- interior point
- linear complementarity problem
- interior point methods
- variational inequalities
- linear programming
- convex optimization
- linear program
- linear programming problems
- semidefinite programming
- approximation algorithms
- convergence rate
- semidefinite
- simplex method
- valid inequalities
- worst case
- total variation
- quadratic programming
- dynamic programming