Implementation of a Dual Affine Interior Point Algorithm for Linear Programming.
Roy E. MarstenMatthew J. SaltzmanDavid F. ShannoGeorge S. PierceJ. F. BallintijnPublished in: INFORMS J. Comput. (1989)
Keyphrases
- primal dual
- algorithm for linear programming
- interior point
- affine scaling
- linear programming
- interior point methods
- linear program
- convex optimization
- linear programming problems
- semidefinite programming
- approximation algorithms
- simplex method
- dynamic programming
- convergence rate
- objective function
- optimal solution