Polynomial Convergence of a New Family of Primal-Dual Algorithms for Semidefinite Programming.
Renato D. C. MonteiroTakashi TsuchiyaPublished in: SIAM J. Optim. (1999)
Keyphrases
- primal dual
- semidefinite programming
- interior point
- convergence rate
- linear programming
- interior point methods
- affine scaling
- linear program
- convex optimization
- approximation algorithms
- variational inequalities
- linear programming problems
- algorithm for linear programming
- nonnegative matrix factorization
- semidefinite
- kernel matrix
- positive semidefinite
- global convergence
- special case
- objective function
- computationally intensive
- optimization problems
- computational complexity