A variation on the interior point method for linear programming using the continued iteration.
Lilian F. BertiAurelio R. L. OliveiraCarla T. L. S. GhidiniPublished in: Math. Methods Oper. Res. (2017)
Keyphrases
- interior point methods
- linear programming
- linear program
- primal dual
- semidefinite programming
- objective function
- convex programming
- interior point algorithm
- quadratic programming
- linear programming problems
- simplex method
- inequality constraints
- column generation
- convex optimization
- dynamic programming
- nonlinear programming
- np hard
- coefficient matrix
- semidefinite
- optimal solution
- model selection
- convex optimization problems