An interior point method, based on rank-1 updates, for linear programming.
Jos F. SturmShuzhong ZhangPublished in: Math. Program. (1998)
Keyphrases
- interior point methods
- linear programming
- linear program
- primal dual
- semidefinite programming
- quadratic programming
- interior point algorithm
- convex programming
- linear programming problems
- column generation
- simplex method
- dynamic programming
- optimal solution
- np hard
- semidefinite
- inequality constraints
- convex optimization
- nonlinear programming
- objective function
- coefficient matrix
- approximation algorithms
- feature space
- machine learning