An e-sensitivity analysis in the primal-dual interior point method.
Woo-Je KimChan-Kyoo ParkSoondal ParkPublished in: Eur. J. Oper. Res. (1999)
Keyphrases
- sensitivity analysis
- primal dual
- interior point methods
- linear programming
- convex optimization
- linear program
- interior point
- linear programming problems
- semidefinite programming
- convex programming
- interior point algorithm
- variational inequalities
- approximation algorithms
- inequality constraints
- convergence rate
- simplex method
- algorithm for linear programming
- convex optimization problems
- quadratic programming
- semidefinite
- convex functions
- np hard
- nonlinear programming
- column generation
- closed form
- special case
- image processing