Direct solution of the normal equations in interior point methods for convex transportation problems.
Stephen E. WrightPublished in: Oper. Res. Lett. (2023)
Keyphrases
- interior point methods
- inequality constraints
- convex optimization
- cutting plane method
- convex programming
- transportation problem
- semidefinite
- linear systems
- analytic center
- linear equations
- interior point
- linear program
- semidefinite programming
- linear programming
- quadratic programming
- linear programming problems
- primal dual
- optimal solution
- convex relaxation
- computationally intensive
- integer programming
- solving problems
- norm minimization
- quadratic program
- semi infinite
- total variation
- feature selection
- quadratically constrained quadratic