Acceleration and Parallelization of the Path-Following Interior Point Method for a Linearly Constrained Convex Quadratic Problem.
Yurii E. NesterovArkadii NemirovskiiPublished in: SIAM J. Optim. (1991)
Keyphrases
- convex quadratic
- inequality constraints
- interior point methods
- linearly constrained
- primal dual
- variational inequalities
- semidefinite programming
- nonlinear programming
- linear programming
- convex optimization
- linear constraints
- linear program
- convergence rate
- approximation algorithms
- equality constraints
- kernel matrix
- quadratic programming
- optimal solution
- solving problems
- optimality conditions
- computationally intensive
- sensitivity analysis
- dimensionality reduction
- np hard