A note on the use of vector barrier parameters for interior-point methods.

Javier M. Moguerza Alberto Olivares Francisco J. Prieto

Published in: Eur. J. Oper. Res. (2007)

Keyphrases

interior point methods
convex optimization
linear programming
quadratic programming
maximum likelihood
linear program
solving problems
machine learning
feature vectors
parameter estimation
computationally intensive
feature extraction
reinforcement learning
primal dual
semidefinite programming