Further Development of a Primal-Dual Interior Point Method.
In Chan ChoiClyde L. MonmaDavid F. ShannoPublished in: INFORMS J. Comput. (1990)
Keyphrases
- primal dual
- interior point methods
- linear programming
- convex optimization
- interior point algorithm
- linear program
- affine scaling
- linear programming problems
- convex programming
- approximation algorithms
- semidefinite programming
- convergence rate
- variational inequalities
- interior point
- quadratic programming
- simplex method
- algorithm for linear programming
- computationally intensive
- inequality constraints
- solving problems
- semidefinite
- extreme points