On the convergence rate of Newton interior-point methods in the absence of strict complementarity.
Amr S. El-BakryRichard A. TapiaYin ZhangPublished in: Comput. Optim. Appl. (1996)
Keyphrases
- convergence rate
- interior point methods
- primal dual
- interior point
- semidefinite programming
- linear programming problems
- convergence speed
- step size
- analytic center
- convex optimization
- simplex method
- linear programming
- linear program
- global convergence
- quadratic programming
- semidefinite
- computationally intensive
- convergence analysis
- solving problems
- reinforcement learning
- machine learning