An iterative solver-based long-step infeasible primal-dual path-following algorithm for convex QP based on a class of preconditioners

Author: Lu Zhaosong   Monteiro Renato   O'Neal Jerome  

Publisher: Taylor & Francis Ltd

ISSN: 1055-6788

Source: Optimization Methods and Software, Vol.24, Iss.1, 2009-02, pp. : 123-143

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Abstract