A homogeneous interior-point algorithm for nonsymmetric convex conic optimization.

Anders Skajaa Yinyu Ye

Published in: Math. Program. (2015)

Keyphrases

interior point algorithm
linear programming
primal dual
interior point methods
convex optimization
optimization problems
convex relaxation
convex hull
decision making
convergence rate
piecewise linear
quadratic programming
learning algorithm
reinforcement learning
convex sets