KKT-based primal-dual exactness conditions for the Shor relaxation.
Marco LocatelliPublished in: J. Glob. Optim. (2023)
Keyphrases
- primal dual
- linear programming
- convex optimization
- linear program
- affine scaling
- linear programming problems
- variational inequalities
- interior point methods
- convergence rate
- algorithm for linear programming
- approximation algorithms
- semidefinite programming
- interior point algorithm
- simplex algorithm
- interior point
- integrality gap
- semidefinite
- sufficient conditions
- infeasible interior point
- simplex method
- linear programming relaxation
- convex relaxation
- saddle point
- dual formulation
- convex programming
- optimality conditions
- objective function
- lp relaxation
- knapsack problem
- constraint qualification
- pairwise
- optimal solution