Large-scale optimization with the primal-dual column generation method.
Jacek GondzioPablo González-BrevisPedro Augusto MunariPublished in: Math. Program. Comput. (2016)
Keyphrases
- primal dual
- generation method
- linear programming
- saddle point
- affine scaling
- line search
- convex optimization problems
- linear program
- convex programming
- convex optimization
- simplex algorithm
- algorithm for linear programming
- semidefinite programming
- interior point algorithm
- approximation algorithms
- linear programming problems
- variational inequalities
- interior point methods
- convergence rate
- simplex method
- optimization problems
- duality gap
- interior point
- dual formulation
- augmented lagrangian method
- column generation
- total variation
- simulated annealing
- quadratic programming
- multiresolution
- object recognition