A Mizuno-Todd-Ye predictor-corrector infeasible-interior-point method for linear programming over symmetric cones.
Ximei YangYinkui ZhangHongwei LiuYonggang PeiPublished in: Numer. Algorithms (2016)
Keyphrases
- linear programming
- interior point methods
- primal dual
- semidefinite programming
- linear program
- convex programming
- linear programming problems
- interior point algorithm
- variational inequalities
- feasible solution
- nonlinear programming
- optimal solution
- simplex method
- inequality constraints
- quadratic programming
- np hard
- objective function
- column generation
- dynamic programming
- convex optimization
- semidefinite
- coefficient matrix
- machine learning
- reinforcement learning
- pattern classification