A strategy of global convergence for the affine scaling algorithm for convex semidefinite programming.
Xun QianLi-Zhi LiaoJie SunPublished in: Math. Program. (2020)
Keyphrases
- semidefinite programming
- affine scaling
- primal dual
- global convergence
- algorithm for linear programming
- convergence rate
- projected gradient
- linear programming
- objective function
- optimal solution
- hybrid algorithm
- linear program
- global optimum
- learning algorithm
- search space
- optimization algorithm
- particle swarm optimization
- convex hull
- interior point methods
- np hard
- machine learning
- training data
- cost function
- convergence speed
- convex optimization
- worst case
- support vector machine
- constrained optimization problems
- least squares
- neural network