A primal-dual interior point method whose running time depends only on the constraint matrix.
Stephen A. VavasisYinyu YePublished in: Math. Program. (1996)
Keyphrases
- primal dual
- interior point methods
- coefficient matrix
- inequality constraints
- convex optimization
- linear programming
- linear program
- semidefinite
- semidefinite programming
- convergence rate
- convex programming
- linear programming problems
- interior point algorithm
- interior point
- low rank
- approximation algorithms
- simplex method
- algorithm for linear programming
- variational inequalities
- convex functions
- computationally intensive
- quadratic programming
- convex optimization problems
- extreme points
- linear constraints
- machine learning
- linear systems
- total variation
- feasible solution
- missing data
- computational complexity
- objective function