Convergence Analysis of an Infeasible Interior Point Algorithm Based on a Regularized Central Path for Linear Complementarity Problems.
Guanglu ZhouKim-Chuan TohGongyun ZhaoPublished in: Comput. Optim. Appl. (2004)
Keyphrases
- convergence analysis
- linear complementarity problem
- interior point
- primal dual
- global convergence
- interior point methods
- sufficient conditions
- convergence rate
- variational inequalities
- linear programming
- linear program
- convex optimization
- search space
- least squares
- optimization methods
- dynamic programming
- learning algorithm
- global optimum
- semidefinite programming
- support vector machine