Closing the gap in linear bilevel optimization: a new valid primal-dual inequality.
Thomas KleinertMartine LabbéFränk PleinMartin SchmidtPublished in: Optim. Lett. (2021)
Keyphrases
- primal dual
- linear programming
- convex programming
- quadratic programming
- interior point methods
- linear program
- saddle point
- convex optimization problems
- line search
- affine scaling
- convex optimization
- semidefinite programming
- interior point algorithm
- linear programming problems
- simplex algorithm
- semidefinite
- approximation algorithms
- quadratic program
- algorithm for linear programming
- convergence rate
- nonlinear programming
- variational inequalities
- optimization problems
- interior point
- simplex method
- valid inequalities
- mathematical program
- genetic algorithm
- duality gap
- constrained optimization
- linear programming relaxation
- linear systems
- column generation
- dynamic programming
- inequality constraints
- evolutionary algorithm
- image processing
- global convergence
- convex functions