Exploiting sparsity in primal-dual interior-point methods for semidefinite programming.
Katsuki FujisawaMasakazu KojimaKazuhide NakataPublished in: Math. Program. (1997)
Keyphrases
- interior point methods
- semidefinite programming
- primal dual
- linear programming
- convex optimization
- linear program
- linear programming problems
- affine scaling
- convex programming
- interior point
- semidefinite
- variational inequalities
- approximation algorithms
- simplex method
- convergence rate
- algorithm for linear programming
- kernel matrix
- high dimensional
- quadratically constrained quadratic
- graphical models
- denoising
- semi supervised
- support vector
- optimal solution