An iterative solver-based long-step infeasible primal-dual path-following algorithm for convex QP based on a class of preconditioners.
Zhaosong LuRenato D. C. MonteiroJerome W. O'NealPublished in: Optim. Methods Softw. (2009)
Keyphrases
- primal dual
- convex optimization problems
- convex optimization
- linear programming
- interior point methods
- convex functions
- convex programming
- infeasible interior point
- affine scaling
- iterative methods
- linear program
- linear programming problems
- convex constraints
- quadratic program
- saddle point
- search direction
- simplex algorithm
- interior point algorithm
- semidefinite programming
- variational inequalities
- interior point
- approximation algorithms
- algorithm for linear programming
- quadratic programming
- convergence rate
- simplex method
- inequality constraints
- line search
- optimization problems
- dual formulation
- convex sets
- search space
- semidefinite