Reoptimization With the Primal-Dual Interior Point Method.
Jacek GondzioAndreas GrotheyPublished in: SIAM J. Optim. (2002)
Keyphrases
- primal dual
- interior point methods
- linear programming
- convex optimization
- linear program
- linear programming problems
- semidefinite programming
- interior point algorithm
- interior point
- convergence rate
- convex programming
- approximation algorithms
- inequality constraints
- variational inequalities
- simplex method
- algorithm for linear programming
- analytic center
- convex functions
- semidefinite
- special case
- extreme points
- pairwise
- convex optimization problems
- worst case
- wavelet transform