Affine-Scaling Trajectories Associated with a Semi-Infinite Linear Program.

Robert J. Vanderbei

Published in: Math. Oper. Res. (1995)

Keyphrases

linear program
semi infinite
affine scaling
primal dual
linear programming
algorithm for linear programming
interior point methods
optimal solution
variational inequalities
semidefinite programming
np hard
mixed integer
objective function
dynamic programming
feasible solution
quadratic program