Uniform Boundedness of a Preconditioned Normal Matrix Used in Interior-Point Methods.
Renato D. C. MonteiroJerome W. O'NealTakashi TsuchiyaPublished in: SIAM J. Optim. (2004)
Keyphrases
- interior point methods
- coefficient matrix
- convex optimization
- semidefinite
- linear program
- linear programming
- interior point
- semidefinite programming
- primal dual
- low rank
- quadratic programming
- sufficient conditions
- solving problems
- linear programming problems
- computationally intensive
- cutting plane method
- linear systems
- singular value decomposition
- machine learning
- convergence rate
- pairwise