Local convergence of interior-point algorithms for degenerate monotone LCP.
Renato D. C. MonteiroStephen J. WrightPublished in: Comput. Optim. Appl. (1994)
Keyphrases
- interior point
- linear programming
- linear complementarity problem
- primal dual
- interior point methods
- semidefinite programming
- computational complexity
- linear program
- convex optimization
- upper bound
- linear programming problems
- learning algorithm
- computationally intensive
- convergence rate
- iterative algorithms
- convergence analysis
- np hard