Fast convergence of an inexact interior point method for horizontal complementarity problems.
Carlos Andres AriasJ. M. MartínezPublished in: Numer. Algorithms (2018)
Keyphrases
- interior point methods
- interior point
- complementarity problems
- linear complementarity problem
- convex optimization
- primal dual
- semidefinite
- linear programming
- linear program
- semidefinite programming
- variational inequalities
- quadratic programming
- convergence rate
- computationally intensive
- linear programming problems
- solving problems
- simplex method
- approximation algorithms
- ls svm
- objective function
- linear combination