Random walks on polytopes and an affine interior point method for linear programming.
Ravi KannanHariharan NarayananPublished in: STOC (2009)
Keyphrases
- random walk
- interior point methods
- linear programming
- extreme points
- linear program
- valid inequalities
- primal dual
- quadratic programming
- semidefinite programming
- interior point algorithm
- feasible solution
- convex hull
- linear programming problems
- directed graph
- column generation
- np hard
- objective function
- integer programming
- nonlinear programming
- optimal solution
- markov chain
- dynamic programming
- state space
- kernel function
- reinforcement learning
- computationally intensive
- distance measure
- least squares
- semi supervised