On implementing a primal-dual interior-point method for conic quadratic optimization.
Erling D. AndersenCornelis RoosTamás TerlakyPublished in: Math. Program. (2003)
Keyphrases
- interior point methods
- quadratic optimization
- primal dual
- convex optimization
- linear programming
- linear program
- linear programming problems
- semidefinite programming
- convex programming
- convergence rate
- interior point algorithm
- approximation algorithms
- inequality constraints
- variational inequalities
- semidefinite
- solving problems
- quadratic programming
- dynamic programming
- computationally intensive
- high dimensional
- machine learning
- linear combination
- np hard