Convergence Conditions and Krylov Subspace--Based Corrections for Primal-Dual Interior-Point Method.
Sanjay MehrotraZhifeng LiPublished in: SIAM J. Optim. (2005)
Keyphrases
- primal dual
- interior point methods
- convergence rate
- linear programming
- convex optimization
- interior point algorithm
- linear programming problems
- linear program
- semidefinite programming
- convex programming
- variational inequalities
- interior point
- principal component analysis
- algorithm for linear programming
- simplex method
- global convergence
- sufficient conditions
- low dimensional
- approximation algorithms
- semidefinite
- inequality constraints
- analytic center
- convex optimization problems
- image processing
- high dimensional data
- dimensionality reduction
- higher order
- feature space
- feature extraction