An Efficient Primal-Dual Interior-Point Method for Minimizing a Sum of Euclidean Norms.
Knud D. AndersenEdmund ChristiansenAndrew R. ConnMichael L. OvertonPublished in: SIAM J. Sci. Comput. (2000)
Keyphrases
- primal dual
- interior point methods
- linear programming
- convex optimization
- linear program
- linear programming problems
- interior point algorithm
- convex functions
- approximation algorithms
- semidefinite programming
- convergence rate
- convex programming
- interior point
- algorithm for linear programming
- variational inequalities
- quadratic programming
- inequality constraints
- analytic center
- semidefinite
- simplex method