A primal-dual potential reduction method for problems involving matrix inequalities.
Lieven VandenbergheStephen P. BoydPublished in: Math. Program. (1995)
Keyphrases
- problems involving
- reduction method
- primal dual
- linear programming
- linear programming problems
- valid inequalities
- affine scaling
- multiple objectives
- linear program
- convex optimization
- interior point methods
- semidefinite programming
- algorithm for linear programming
- convergence rate
- selection algorithm
- interior point algorithm
- approximation algorithms
- optimization problems
- optimal solution
- interior point
- sufficient conditions
- multi dimensional
- multi objective
- data structure