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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