Primal-Dual Interior-Point Methods for Self-Scaled Cones.
Yurii E. NesterovMichael J. ToddPublished in: SIAM J. Optim. (1998)
Keyphrases
- interior point methods
- primal dual
- linear programming
- convex optimization
- linear program
- linear programming problems
- convex programming
- interior point
- interior point algorithm
- semidefinite programming
- convergence rate
- simplex algorithm
- algorithm for linear programming
- variational inequalities
- approximation algorithms
- simplex method
- valid inequalities
- analytic center
- semidefinite
- column generation
- extreme points
- special case
- optimal solution
- quadratic programming
- machine learning
- computationally intensive
- feasible solution
- image restoration
- feature selection