On the convergence rate of the duality gap in a symmetric primal-dual potential reduction algorithm.

Jishan Zhu Siming Huang

Published in: Oper. Res. Lett. (1992)

Keyphrases

primal dual
convergence rate
duality gap
convergence speed
step size
linear programming problems
interior point methods
variational inequalities
semidefinite programming
global convergence
interior point
simplex method
augmented lagrangian
convex programming
linear program
knapsack problem