On the convergence of the iteration sequence in primal-dual interior-point methods.
Richard A. TapiaYin ZhangYinyu YePublished in: Math. Program. (1995)
Keyphrases
- interior point methods
- primal dual
- line search
- convergence rate
- linear programming
- linear program
- convex optimization
- convex programming
- linear programming problems
- interior point algorithm
- interior point
- approximation algorithms
- semidefinite programming
- variational inequalities
- simplex algorithm
- algorithm for linear programming
- objective function
- simplex method
- quadratic programming
- analytic center
- global convergence
- iterative algorithms
- convex functions
- valid inequalities
- learning algorithm
- feasible set
- dynamic programming
- semidefinite
- linear systems
- convex optimization problems
- least squares
- multiscale