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