A Large-Step Infeasible-Interior-Point Method for the P*-Matrix LCP.
Florian A. PotraRongqin ShengPublished in: SIAM J. Optim. (1997)
Keyphrases
- interior point methods
- coefficient matrix
- quadratic programming
- convex optimization
- linear programming
- semidefinite
- low rank
- linear program
- primal dual
- inequality constraints
- interior point algorithm
- singular value decomposition
- computationally intensive
- semidefinite programming
- linear programming problems
- preconditioned conjugate gradient method