Local convergence of predictor-corrector infeasible-interior-point algorithms for SDPs and SDLCPs.
Masakazu KojimaMasayuki ShidaSusumu ShindohPublished in: Math. Program. (1998)
Keyphrases
- theoretical analysis
- orders of magnitude
- stochastic approximation
- convergence rate
- recently developed
- learning algorithm
- multi objective
- computationally efficient
- stopping criteria
- data structure
- worst case
- dynamic programming
- computational efficiency
- combinatorial optimization
- significant improvement
- data mining
- theoretical justification
- neural network