A convergence proof for an affine-scaling algorithm for convex quadratic programming without nondegeneracy assumptions.
Jie SunPublished in: Math. Program. (1993)
Keyphrases
- convergence proof
- affine scaling
- convex quadratic programming
- primal dual
- np hard
- learning algorithm
- semidefinite programming
- worst case
- linear programming
- convex hull
- optimal solution
- machine learning
- dynamic programming
- probabilistic model
- expectation maximization
- fixed point
- computational complexity
- theoretical guarantees
- algorithm for linear programming
- objective function