Decomposition-Based Interior Point Methods for Two-Stage Stochastic Semidefinite Programming.
Sanjay MehrotraM. Gökhan ÖzevinPublished in: SIAM J. Optim. (2007)
Keyphrases
- interior point methods
- semidefinite programming
- linear program
- interior point
- linear programming
- primal dual
- semidefinite
- linear programming problems
- convex optimization
- optimal solution
- maximum margin
- kernel matrix
- quadratic programming
- low rank
- input space
- denoising
- objective function
- quadratically constrained quadratic