A stable primal-dual approach for linear programming under nondegeneracy assumptions.
María D. González-LimaHua WeiHenry WolkowiczPublished in: Comput. Optim. Appl. (2009)
Keyphrases
- primal dual
- linear programming
- linear program
- semidefinite programming
- interior point
- affine scaling
- linear programming problems
- interior point methods
- interior point algorithm
- algorithm for linear programming
- feasible solution
- variational inequalities
- simplex algorithm
- objective function
- simplex method
- optimal solution
- convex programming
- nonlinear programming
- np hard
- integer programming
- quadratic programming
- convergence rate
- duality gap
- column generation
- image processing
- dynamic programming
- linear programming relaxation
- convex optimization
- special case
- valid inequalities
- dual feasible
- worst case
- pairwise
- computational complexity
- image restoration