Primal-dual stability in continuous linear optimization.
Miguel A. GobernaMaxim I. TodorovPublished in: Math. Program. (2009)
Keyphrases
- primal dual
- linear programming
- interior point methods
- saddle point
- quadratic programming
- semidefinite
- convex optimization
- line search
- convex programming
- semidefinite programming
- affine scaling
- convex optimization problems
- convergence rate
- variational inequalities
- linear programming problems
- approximation algorithms
- linear program
- simplex algorithm
- algorithm for linear programming
- interior point algorithm
- simplex method
- quadratic program
- piecewise linear
- optimization problems
- convex relaxation
- nonlinear programming
- genetic algorithm
- interior point
- multiple objectives
- multiresolution
- dual formulation
- continuous variables
- feasible solution
- convex functions
- sufficient conditions
- linear constraints
- dynamic programming
- objective function
- linear systems
- image processing