A Robust Primal-Dual Interior-Point Algorithm for Nonlinear Programs.
Xinwei LiuJie SunPublished in: SIAM J. Optim. (2004)
Keyphrases
- integer programming
- interior point algorithm
- linear programming
- primal dual
- linear program
- simplex method
- interior point methods
- affine scaling
- linear programming problems
- semidefinite programming
- convex optimization
- variational inequalities
- column generation
- simplex algorithm
- dynamic programming
- convergence rate
- interior point
- approximation algorithms
- multicriteria optimization
- algorithm for linear programming
- objective function
- learning algorithm
- denoising
- upper bound
- multiresolution