Polynomial Convergence of Primal-Dual Algorithms for Semidefinite Programming Based on the Monteiro and Zhang Family of Directions.
Renato D. C. MonteiroPublished in: SIAM J. Optim. (1998)
Keyphrases
- primal dual
- semidefinite programming
- interior point
- convergence rate
- interior point methods
- linear programming
- affine scaling
- positive semidefinite
- linear program
- algorithm for linear programming
- linear programming problems
- convex optimization
- approximation algorithms
- variational inequalities
- semidefinite
- global convergence
- computationally intensive
- worst case
- pairwise
- kernel matrix
- lower bound
- learning algorithm
- machine learning
- dynamic programming
- special case
- support vector