A globally convergent primal-dual interior point algorithm for convex programming.
Renato D. C. MonteiroPublished in: Math. Program. (1994)
Keyphrases
- interior point algorithm
- primal dual
- convex programming
- variational inequalities
- interior point methods
- linear programming
- convex optimization
- linear program
- linear programming problems
- approximation algorithms
- convergence rate
- semidefinite programming
- simplex method
- convex functions
- augmented lagrangian
- sufficient conditions
- quadratic programming
- image processing
- support vector