Interior dual proximal point algorithm using preconditioned conjugate gradient Footnote†‡ Research was done at the Computer Sciences Department, University of Wisconsin, 1210 West Dayton Street, Madison, WI 53706 and supported by National Science Foundation Grants DCR-8521228 and CCR-8723091 and Air Force Office of Scientific Research Grants AFOSR-86-0172 and AFOSR-89-0410
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