On Implementing Mehrotra's Predictor-Corrector Interior-Point Method for Linear Programming.
Irvin J. LustigRoy E. MarstenDavid F. ShannoPublished in: SIAM J. Optim. (1992)
Keyphrases
- interior point methods
- linear programming
- convex quadratic optimization
- linear program
- primal dual
- equality constraints
- nonlinear programming
- interior point algorithm
- quadratic programming
- semidefinite programming
- inequality constraints
- convex programming
- linear programming problems
- simplex method
- optimal solution
- dynamic programming
- np hard
- column generation
- objective function
- support vector machine
- convex optimization
- feature selection