Stability of Augmented System Factorizations in Interior-Point Methods.
Stephen WrightPublished in: SIAM J. Matrix Anal. Appl. (1997)
Keyphrases
- interior point methods
- convex optimization
- linear program
- convex programming
- linear programming
- primal dual
- semidefinite programming
- interior point
- quadratic programming
- solving problems
- computationally intensive
- cutting plane method
- linear programming problems
- semidefinite
- linear systems
- quadratically constrained quadratic
- dynamic programming
- principal component analysis
- support vector machine