Primal-dual target-following algorithms for linear programming.
Benjamin JansenCornelis RoosTamás TerlakyJean-Philippe VialPublished in: Ann. Oper. Res. (1996)
Keyphrases
- linear programming
- primal dual
- interior point
- simplex algorithm
- linear program
- linear programming problems
- algorithm for linear programming
- interior point methods
- convex optimization problems
- convergence rate
- approximation algorithms
- dynamic programming
- convex optimization
- search direction
- semidefinite programming
- interior point algorithm
- variational inequalities
- np hard
- affine scaling
- learning algorithm
- objective function
- optimal solution
- simplex method
- integer programming
- feasible solution
- optimization problems
- multi objective