A dynamic large-update primal-dual interior-point method for linear optimization.
Jiming PengTamás TerlakyPublished in: Optim. Methods Softw. (2002)
Keyphrases
- primal dual
- interior point methods
- quadratic programming
- semidefinite
- linear programming
- convex programming
- convex optimization
- linear program
- interior point algorithm
- saddle point
- convex optimization problems
- linear programming problems
- interior point
- semidefinite programming
- approximation algorithms
- variational inequalities
- linear systems
- extreme points
- convergence rate
- inequality constraints
- algorithm for linear programming
- simplex method
- optimization problems
- objective function
- convex relaxation
- feasible solution
- dynamical systems