General-purpose preconditioning for regularized interior point methods.
Jacek GondzioSpyridon PougkakiotisJohn W. PearsonPublished in: CoRR (2021)
Keyphrases
- interior point methods
- general purpose
- primal dual
- total least squares
- norm minimization
- convex optimization
- linear programming
- linear program
- convex programming
- interior point
- semidefinite programming
- approximation algorithms
- convergence rate
- linear systems
- quadratic programming
- computationally intensive
- cutting plane method
- solving problems
- semidefinite
- objective function
- machine learning
- least squares
- dynamic programming
- special case
- artificial neural networks
- high dimensional
- pairwise
- multiscale