Convergence of the homotopy path for a full-Newton step infeasible interior-point method.
Alireza AsadiGuoyong GuCornelis RoosPublished in: Oper. Res. Lett. (2010)
Keyphrases
- interior point methods
- analytic center
- convex optimization
- linear programming
- superlinear convergence
- linear program
- primal dual
- interior point
- quadratic programming
- semidefinite programming
- solving problems
- convergence rate
- linear programming problems
- interior point algorithm
- inequality constraints
- computationally intensive
- coefficient matrix
- linear systems
- image processing