Approximate solution of system of equations arising in interior-point methods for bound-constrained optimization.
David EkAnders ForsgrenPublished in: Comput. Optim. Appl. (2021)
Keyphrases
- constrained optimization
- interior point methods
- inequality constraints
- linear systems
- convex optimization
- linear programming
- linear program
- objective function
- primal dual
- semidefinite programming
- quadratic programming
- constrained optimization problems
- interior point
- upper bound
- penalty function
- linear programming problems
- lower bound
- computationally intensive
- worst case
- motion estimation
- linear equations
- solving problems
- sufficient conditions
- column generation