Performance enhancements for a generic conic interior point algorithm.

Chris Coey Lea Kapelevich Juan Pablo Vielma

Published in: Math. Program. Comput. (2023)

Keyphrases

interior point algorithm
linear programming
primal dual
interior point methods
simplex method
linear program
convex optimization
special case
machine learning
missing data
computationally intensive
quadratic programming
semidefinite programming
multicriteria optimization