A Preconditioned Iterative Interior Point Approach to the Conic Bundle Subproblem.

Christoph Helmberg

Published in: CoRR (2021)

Keyphrases

interior point
iterative methods
linear programming
interior point methods
linear program
semidefinite programming

convex optimization
primal dual
nonnegative matrix factorization
dynamic programming
integer programming
linear programming problems

search direction
semidefinite
integer program
linear systems
simplex method

special case
objective function
global constraints
spectral clustering
optimal solution