An Iterative Solver-Based Infeasible Primal-Dual Path-Following Algorithm for Convex Quadratic Programming.
Zhaosong LuRenato D. C. MonteiroJerome W. O'NealPublished in: SIAM J. Optim. (2006)
Keyphrases
- primal dual
- convex quadratic programming
- variational inequalities
- linear programming
- affine scaling
- convex optimization
- linear program
- linear programming problems
- approximation algorithms
- simplex algorithm
- interior point methods
- convergence rate
- semidefinite programming
- interior point
- interior point algorithm
- algorithm for linear programming
- total variation
- duality gap
- dual formulation
- search space
- objective function
- sensitivity analysis
- simplex method
- cooperative
- convex optimization problems
- saddle point
- column generation
- nash equilibrium
- sufficient conditions
- np hard
- high resolution