An interior point method with a primal-dual quadratic barrier penalty function for nonlinear semidefinite programming.
Atsushi KatoHiroshi YabeHiroshi YamashitaPublished in: J. Comput. Appl. Math. (2015)
Keyphrases
- semidefinite programming
- penalty function
- primal dual
- interior point methods
- objective function
- linear programming
- semidefinite
- linear program
- quadratic program
- constrained optimization
- convex optimization
- constrained optimization problems
- affine scaling
- interior point
- interior point algorithm
- convex programming
- linear programming problems
- convergence rate
- approximation algorithms
- variational inequalities
- fitness function
- genetic algorithm
- algorithm for linear programming
- nonlinear programming
- lower bound
- computational complexity
- optimal solution
- maximum margin
- kernel matrix
- evolutionary algorithm
- optimization problems
- mixed integer
- pairwise
- reinforcement learning
- high dimensional
- learning algorithm
- special case
- higher order