A primal-dual interior-point method for linear optimization based on a new proximity function.
Yan-Qin BaiCees RoosMohamed El GhamiPublished in: Optim. Methods Softw. (2002)
Keyphrases
- interior point methods
- primal dual
- quadratic programming
- semidefinite
- convex programming
- linear programming
- convex optimization
- semidefinite programming
- convex optimization problems
- linear program
- interior point algorithm
- saddle point
- linear programming problems
- interior point
- approximation algorithms
- convergence rate
- inequality constraints
- linear systems
- algorithm for linear programming
- variational inequalities
- analytic center
- convex functions
- simplex method
- nonlinear programming
- computationally intensive
- optimization problems
- constrained optimization
- total variation
- optimal solution
- support vector machine
- np hard
- feature space