On the behavior of Lagrange multipliers in convex and nonconvex infeasible interior point methods.
Gabriel HaeserOliver HinderYinyu YePublished in: Math. Program. (2021)
Keyphrases
- interior point methods
- convex optimization
- lagrange multipliers
- linear program
- linear programming
- constrained optimization
- primal dual
- convex functions
- semidefinite
- interior point
- linear programming problems
- low rank
- objective function
- convex relaxation
- semidefinite programming
- rate distortion
- total variation
- cost function
- convex sets
- norm minimization
- kernel matrix
- quadratic programming
- wavelet transform
- optimal solution