A primal projective interior point method for linear programming.
Donald GoldfarbDong XiaoPublished in: Math. Program. (1991)
Keyphrases
- linear programming
- interior point methods
- primal dual
- linear program
- convex programming
- semidefinite programming
- quadratic programming
- interior point algorithm
- simplex algorithm
- linear programming problems
- inequality constraints
- objective function
- column generation
- algorithm for linear programming
- dynamic programming
- dual variables
- optimal solution
- integer programming
- feasible solution
- np hard
- simplex method
- coefficient matrix
- nonlinear programming
- variational inequalities
- least squares
- support vector machine
- high dimensional