The penalty interior-point method fails to converge.
Sven LeyfferPublished in: Optim. Methods Softw. (2005)
Keyphrases
- interior point methods
- convex optimization
- linear program
- linear programming
- semidefinite programming
- primal dual
- quadratic programming
- interior point algorithm
- objective function
- linear programming problems
- solving problems
- inequality constraints
- cutting plane method
- computationally intensive
- coefficient matrix
- penalty function
- convergence rate
- multiscale
- approximation algorithms
- np hard
- training data