An active-set strategy in an interior point method for linear programming.
Kaoru TonePublished in: Math. Program. (1993)
Keyphrases
- interior point methods
- interior point
- active set
- linear programming
- linear program
- primal dual
- quadratic programming
- semidefinite programming
- convex optimization
- linear programming problems
- feasible solution
- optimal solution
- semidefinite
- integer programming
- efficient implementation
- dynamic programming
- objective function
- computationally intensive
- machine learning
- simplex method
- np hard
- column generation
- nonnegative matrix factorization
- convergence rate
- feature selection