Scaling, shifting and weighting in interior-point methods.
Michael J. ToddPublished in: Comput. Optim. Appl. (1994)
Keyphrases
- interior point methods
- convex optimization
- linear program
- semidefinite programming
- convex programming
- linear programming
- quadratic programming
- primal dual
- interior point
- cutting plane method
- linear programming problems
- solving problems
- computationally intensive
- semidefinite
- quadratically constrained quadratic
- multiscale
- knn