Computing Karmarkar's projections in stochastic linear programming

DOI10.1007/s11766-998-0053-zzbMath0923.90122OpenAlexW2054912360MaRDI QIDQ1288215

Dayu Zhao, Heng-Yong Tang

Publication date: 11 May 1999

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-998-0053-z

zbMATH Keywords

stochastic linear programmingKarmarkar's projections

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cites Work

• Unnamed Item
• A new polynomial-time algorithm for linear programming
• Computational experience with a primal-dual interior point method for linear programming
• Interior path following primal-dual algorithms. I: Linear programming
• Interior path following primal-dual algorithms. II: Convex quadratic programming
• Prior reduced fill-in in solving equations in interior point algorithms
• Efficient solution of two-stage stochastic linear programs using interior point methods
• An implementation of Karmarkar's algorithm for linear programming
• Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming
• Formulating Two-Stage Stochastic Programs for Interior Point Methods

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