Bounds on Eigenvalues of Matrices Arising from Interior-Point Methods.
Chen GreifErin MouldingDominique OrbanPublished in: SIAM J. Optim. (2014)
Keyphrases
- interior point methods
- coefficient matrix
- convex optimization
- eigenvalues and eigenvectors
- singular value decomposition
- symmetric matrices
- linear programming
- linear program
- primal dual
- quadratic programming
- singular values
- upper bound
- semidefinite programming
- interior point
- eigendecomposition
- linear programming problems
- covariance matrix
- computationally intensive
- worst case
- lower bound
- low rank
- semidefinite
- linear systems
- solving problems
- principal components
- approximation algorithms
- kernel matrix
- total variation
- principal component analysis
- training data