A Full-Newton Step Interior-Point Method for Monotone Weighted Linear Complementarity Problems.
Soodabeh AsadiZsolt DarvayGoran LesajaNezam Mahdavi-AmiriFlorian A. PotraPublished in: J. Optim. Theory Appl. (2020)
Keyphrases
- interior point methods
- interior point
- linear complementarity problem
- convex optimization
- superlinear convergence
- semidefinite
- linear program
- semidefinite programming
- primal dual
- linear programming
- quadratic programming
- linear programming problems
- solving problems
- computationally intensive
- upper bound
- support vector
- machine learning
- low rank
- dynamic programming
- special case
- pairwise