A Note on the Local Convergence of a Predictor-Corrector Interior-Point Algorithm for the Semidefinite Linear Complementarity Problem Based on the Alizadeh--Haeberly--Overton Search Direction.
Zhaosong LuRenato D. C. MonteiroPublished in: SIAM J. Optim. (2005)
Keyphrases
- linear complementarity problem
- semidefinite
- interior point
- interior point methods
- primal dual
- semidefinite programming
- linear programming problems
- linear programming
- convex optimization
- linear program
- convergence rate
- quadratic programming
- linear systems
- variational inequalities
- sufficient conditions
- computationally intensive
- simplex method
- higher dimensional
- approximation algorithms
- convex sets
- image processing
- solving problems
- lower bound
- reinforcement learning