A first-order interior-point method for linearly constrained smooth optimization.
Paul TsengImmanuel M. BomzeWerner SchachingerPublished in: Math. Program. (2011)
Keyphrases
- interior point methods
- linearly constrained
- quadratic programming
- convex optimization
- primal dual
- variational inequalities
- linear programming
- optimization problems
- linear constraints
- semidefinite programming
- higher order
- nonlinear programming
- lower bound
- supervised learning
- linear program
- computationally intensive