A numerical study of an infeasible primal-dual path-following algorithm for linear programming.
Mohamed AchacheH. RoumiliA. KeraghelPublished in: Appl. Math. Comput. (2007)
Keyphrases
- primal dual
- algorithm for linear programming
- affine scaling
- linear programming
- infeasible interior point
- convex optimization
- linear program
- linear programming problems
- semidefinite programming
- interior point
- interior point methods
- convergence rate
- simplex algorithm
- interior point algorithm
- variational inequalities
- approximation algorithms
- search direction
- duality gap
- simplex method
- convex programming
- convex functions
- dual formulation
- optimal solution
- search space