The Interior-Point Method for Linear Programming.
Greg AstfalkIrvin LustigRoy E. MarstenDavid F. ShannoPublished in: IEEE Softw. (1992)
Keyphrases
- interior point methods
- linear programming
- linear program
- primal dual
- quadratic programming
- semidefinite programming
- convex programming
- linear programming problems
- interior point algorithm
- simplex method
- inequality constraints
- objective function
- nonlinear programming
- optimal solution
- np hard
- column generation
- dynamic programming
- coefficient matrix
- semidefinite
- convex optimization
- variational inequalities
- computational complexity