On the Primal-Dual Steepest Descent Algorithm for Extended Linear-Quadratic Programming.
Ciyou ZhuPublished in: SIAM J. Optim. (1995)
Keyphrases
- quadratic programming
- primal dual
- linear programming
- interior point methods
- line search
- convergence rate
- computational complexity
- dynamic programming
- semidefinite programming
- linear program
- improved algorithm
- affine scaling
- linear programming problems
- learning algorithm
- simplex algorithm
- quadratic program
- convex optimization
- feasible solution
- expectation maximization
- probabilistic model
- optimal solution