New Complexity Analysis of the Primal - Dual Newton Method for Linear Optimization.

Jiming Peng Cees Roos Tamás Terlaky

Published in: Ann. Oper. Res. (2000)

Keyphrases

complexity analysis
primal dual
newton method
quadratic programming
variational inequalities
interior point methods
linear programming
nonlinear programming

line search
linear program
regularized least squares
theoretical analysis
convex optimization
approximation algorithms
convergence rate
optimality conditions

semidefinite programming
feasible set
linear svm
convergence analysis
lower bound
global convergence
convex sets
first order logic

sensitivity analysis
optimization algorithm
optimization problems
linear equations
multi objective
linear constraints
boundary conditions
support vector machine