Dual versus primal-dual interior-point methods for linear and conic programming.

Michael J. Todd

Published in: Math. Program. (2008)

Keyphrases

primal dual
interior point methods
conic programming
linear programming
semidefinite
convex optimization
linear program

interior point
linear programming problems
interior point algorithm
semidefinite programming
approximation algorithms
duality gap
simplex algorithm

convex programming
algorithm for linear programming
convergence rate
analytic center
variational inequalities
simplex method
inequality constraints

quadratic programming
valid inequalities
convex optimization problems
higher order
linear systems
image processing