Long-step primal-dual target-following algorithms for linear programming.
Benjamin JansenCornelis RoosTamás TerlakyJean-Philippe VialPublished in: Math. Methods Oper. Res. (1996)
Keyphrases
- linear programming
- primal dual
- interior point
- simplex algorithm
- linear program
- interior point methods
- algorithm for linear programming
- convergence rate
- search direction
- interior point algorithm
- linear programming problems
- affine scaling
- convex programming
- learning algorithm
- convex optimization problems
- semidefinite programming
- infeasible interior point
- variational inequalities
- optimal solution
- feasible solution
- optimization problems
- dynamic programming
- simplex method
- quadratic programming
- np hard
- objective function