New Complexity Analysis of the Primal - Dual Newton Method for Linear Optimization.
Jiming PengCees RoosTamás TerlakyPublished 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