A unified analysis for a class of long-step primal-dual path-following interior-point algorithms for semidefinite programming.
Renato D. C. MonteiroYin ZhangPublished in: Math. Program. (1998)
Keyphrases
- interior point
- semidefinite programming
- primal dual
- interior point methods
- linear programming
- search direction
- linear program
- linear programming problems
- convex optimization
- semidefinite
- affine scaling
- nonnegative matrix factorization
- convergence rate
- approximation algorithms
- algorithm for linear programming
- kernel matrix
- variational inequalities
- simplex method
- maximum margin
- computationally intensive
- linear systems
- reinforcement learning
- generalization error
- natural images
- least squares
- feature space