Solving the Sum-of-Ratios Problem by an Interior-Point Method.
Roland W. FreundFlorian JarrePublished in: J. Glob. Optim. (2001)
Keyphrases
- interior point methods
- linear programming problems
- interior point algorithm
- quadratic programming
- convex programming
- convex optimization
- solving problems
- linear programming
- primal dual
- linear program
- semidefinite programming
- inequality constraints
- convex optimization problems
- simplex method
- nonlinear programming
- computationally intensive
- coefficient matrix
- preconditioned conjugate gradient method
- objective function