A logarithmic barrier interior-point method based on majorant functions for second-order cone programming.
Baha AlzalgPublished in: Optim. Lett. (2020)
Keyphrases
- interior point methods
- convex optimization
- semidefinite programming
- linear program
- primal dual
- linear programming
- quadratic programming
- linear programming problems
- interior point algorithm
- inequality constraints
- solving problems
- coefficient matrix
- computationally intensive
- worst case
- training set
- convex functions
- low rank
- support vector machine
- pairwise