A primal-dual interior-point algorithm for nonsymmetric exponential-cone optimization.
Joachim DahlErling D. AndersenPublished in: Math. Program. (2022)
Keyphrases
- interior point algorithm
- primal dual
- linear programming
- saddle point
- interior point methods
- convex optimization problems
- convex optimization
- linear program
- semidefinite programming
- affine scaling
- linear programming problems
- semidefinite
- approximation algorithms
- convergence rate
- simplex method
- simplex algorithm
- variational inequalities
- multicriteria optimization
- algorithm for linear programming
- optimization problems
- quadratic programming
- special case
- optimal solution
- convex functions
- interior point
- convex relaxation
- combinatorial optimization