An Interior Point Method for Mathematical Programs with Complementarity Constraints (MPCCs).
Arvind U. RaghunathanLorenz T. BieglerPublished in: SIAM J. Optim. (2005)
Keyphrases
- interior point methods
- convex optimization
- linear programming
- linear program
- lower level
- primal dual
- quadratic programming
- semidefinite programming
- interior point algorithm
- optimality conditions
- coefficient matrix
- inequality constraints
- linear programming problems
- linear systems
- cutting plane method
- computationally intensive
- image processing
- total variation
- training set