Interior path following primal-dual algorithms. part I: Linear programming.
Renato D. C. MonteiroIlan AdlerPublished in: Math. Program. (1989)
Keyphrases
- linear programming
- primal dual
- interior point
- simplex algorithm
- linear program
- interior point methods
- semidefinite programming
- linear programming problems
- convergence rate
- affine scaling
- convex optimization
- algorithm for linear programming
- search direction
- convex optimization problems
- interior point algorithm
- approximation algorithms
- feasible solution
- variational inequalities
- convex programming
- learning algorithm
- linear programming relaxation
- computational complexity
- simplex method
- saddle point
- column generation
- integer programming
- optimal solution
- objective function
- multiscale
- valid inequalities
- computationally intensive
- worst case
- dynamic programming
- pairwise
- image processing