A full-Newton step interior-point algorithm based on modified Newton direction.
Lipu ZhangYinghong XuPublished in: Oper. Res. Lett. (2011)
Keyphrases
- interior point methods
- interior point algorithm
- primal dual
- linear programming
- linear program
- convex optimization
- semidefinite programming
- quadratic programming
- newton method
- approximation algorithms
- solving problems
- least squares
- special case
- computationally intensive
- reinforcement learning
- convergence rate
- decision makers
- multicriteria optimization
- objective function