Superlinear Convergence of an Interior-Point Method Despite Dependent Constraints.
Daniel RalphStephen J. WrightPublished in: Math. Oper. Res. (2000)
Keyphrases
- superlinear convergence
- interior point methods
- convex optimization
- quasi newton
- linear programming
- mean shift
- semidefinite programming
- linear program
- primal dual
- newton method
- quadratic programming
- solving problems
- linear constraints
- computationally intensive
- high dimensional
- image processing
- optimality conditions
- dynamic programming
- feature space