A strong bound on the integral of the central path curvature and its relationship with the iteration-complexity of primal-dual path-following LP algorithms.
Renato D. C. MonteiroTakashi TsuchiyaPublished in: Math. Program. (2008)
Keyphrases
- primal dual
- interior point
- linear programming
- linear program
- interior point methods
- worst case
- simplex algorithm
- convergence rate
- convex optimization
- affine scaling
- semidefinite programming
- search direction
- approximation algorithms
- variational inequalities
- linear programming problems
- convex optimization problems
- line search
- interior point algorithm
- algorithm for linear programming
- computational complexity
- simplex method
- space complexity
- nonnegative matrix factorization
- stopping criterion
- learning algorithm
- computationally intensive
- convex functions
- optimization problems
- upper bound
- np hard
- evolutionary algorithm
- optimal solution