An Asymptotically Superlinearly Convergent Semismooth Newton Augmented Lagrangian Method for Linear Programming.
Xudong LiDefeng SunKim-Chuan TohPublished in: SIAM J. Optim. (2020)
Keyphrases
- linear programming
- augmented lagrangian method
- primal dual
- variational inequalities
- interior point methods
- interior point
- linear program
- linear programming problems
- augmented lagrangian
- newton method
- convex optimization
- lp relaxation
- semidefinite programming
- nonlinear programming
- feasible solution
- np hard
- simplex method
- column generation
- optimal solution
- nonlinear complementarity problem
- quadratic programming
- dynamic programming
- objective function
- fischer burmeister
- integer programming
- global convergence
- total variation
- convergence rate
- sample size
- network flow
- approximation algorithms
- input image
- computational complexity
- genetic algorithm