Superlinear and quadratic convergence of affine-scaling interior-point Newton methods for problems with simple bounds without strict complementarity assumption.
Matthias HeinkenschlossMichael UlbrichStefan UlbrichPublished in: Math. Program. (1999)
Keyphrases
- interior point
- semidefinite programming
- semidefinite
- primal dual
- affine scaling
- linear programming
- upper bound
- interior point methods
- convex optimization
- linear systems
- nonnegative matrix factorization
- sufficient conditions
- linear program
- optimization problems
- lower bound
- algorithm for linear programming
- machine learning