An $${O(\sqrt{n}L)}$$ iteration primal-dual second-order corrector algorithm for linear programming.
Changhe LiuHongwei LiuWeijie CongPublished in: Optim. Lett. (2011)
Keyphrases
- algorithm for linear programming
- primal dual
- affine scaling
- line search
- infeasible interior point
- linear programming
- approximation algorithms
- convex optimization
- linear program
- linear programming problems
- interior point methods
- convergence rate
- search direction
- worst case
- interior point algorithm
- variational inequalities
- higher order
- interior point
- simplex algorithm
- objective function
- semidefinite programming
- simplex method
- np hard
- duality gap
- lower bound
- dual formulation
- saddle point
- convex programming
- valid inequalities
- convex functions
- feature vectors