Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning.
Yiran CuiKeiichi MorikuniTakashi TsuchiyaKen HayamiPublished in: Comput. Optim. Appl. (2019)
Keyphrases
- interior point methods
- primal dual
- linear programming
- linear program
- interior point
- convex optimization
- linear programming problems
- semidefinite programming
- iterative methods
- simplex method
- objective function
- approximation algorithms
- quadratic programming
- extreme points
- semidefinite
- convergence rate
- computationally intensive
- principal component analysis
- high dimensional
- learning algorithm
- integer programming
- high dimensional data
- semi infinite