Addressing Rank Degeneracy in Constraint-Reduced Interior-Point Methods for Linear Optimization.
Luke B. WinternitzAndré L. TitsPierre-Antoine AbsilPublished in: J. Optim. Theory Appl. (2014)
Keyphrases
- interior point methods
- quadratic programming
- semidefinite
- convex programming
- convex optimization
- linear programming
- linear systems
- primal dual
- semidefinite programming
- semi infinite
- linear program
- linear constraints
- quadratically constrained quadratic
- cutting plane method
- interior point
- norm minimization
- quadratic program
- nonlinear programming
- optimization problems
- machine learning
- linear programming problems
- computationally intensive
- high dimensional