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Extension of the LP-Newton method to conic programming problems via semi-infinite representation |
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| Authors: | Tanaka Mirai Okuno Takayuki |
| Institution: | 1.Department of Statistical Inference and Mathematics, The Institute of Statistical Mathematics, 10-3, Midori-cho, Tachikawa, Tokyo, 190-8562, Japan ;2.RIKEN Center for Advanced Intelligence Project, 1-4-1 Nihonbashi, Chuo-ku, Tokyo, 103-0027, Japan ; |
| Abstract: | Numerical Algorithms - The LP-Newton method solves linear programming (LP) problems by repeatedly projecting a current point onto a certain relevant polytope. In this paper, we extend the... |
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