Feasibility issues in a primal-dual interior-point method for linear programming.
Irvin LustigPublished in: Math. Program. (1991)
Keyphrases
- primal dual
- linear programming
- interior point methods
- linear program
- linear programming problems
- interior point algorithm
- semidefinite programming
- interior point
- quadratic programming
- convex programming
- simplex method
- objective function
- feasible solution
- variational inequalities
- inequality constraints
- simplex algorithm
- algorithm for linear programming
- column generation
- dynamic programming
- convex optimization
- np hard
- approximation algorithms
- integer programming
- valid inequalities
- nonlinear programming
- analytic center
- convex functions
- convergence rate
- higher order
- optimal solution
- reinforcement learning
- multiresolution
- machine learning