The Mehrotra Predictor-Corrector Interior-Point Method As a Perturbed Composite Newton Method.
Richard A. TapiaYin ZhangMatthew J. SaltzmanAlan WeiserPublished in: SIAM J. Optim. (1996)
Keyphrases
- interior point methods
- newton method
- superlinear convergence
- convex quadratic optimization
- quadratic programming
- support vector machine
- quasi newton
- linear programming
- equality constraints
- convex optimization
- primal dual
- linear program
- variational inequalities
- convergence analysis
- semidefinite programming
- regularized least squares
- linear equations
- optimality conditions
- computationally intensive
- linear svm
- machine learning
- global convergence
- knn
- solving problems
- ls svm
- decision trees
- nonnegative matrix factorization
- decomposition algorithm
- linear systems
- np hard
- objective function