A path-following interior-point algorithm for monotone LCP based on a modified Newton search direction.
Welid GrimesMohamed AchachePublished in: RAIRO Oper. Res. (2023)
Keyphrases
- interior point algorithm
- search direction
- primal dual
- interior point
- interior point methods
- linear programming problems
- quadratic programming
- linear programming
- linear program
- convex optimization
- semidefinite programming
- convergence rate
- approximation algorithms
- variational inequalities
- simplex method
- semidefinite
- computationally intensive
- special case
- upper bound
- solving problems
- column generation
- dynamic programming
- np hard