A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming (Q1769066)
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scientific article; zbMATH DE number 2146825
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming |
scientific article; zbMATH DE number 2146825 |
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A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming (English)
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17 March 2005
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multi-stage stochastic nonlinear programming
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lagrangian dual
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self-concordant barrier
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interior point methods
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polynomial-time complexity
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