A predictor-corrector method for extended linear-quadratic programming
From MaRDI portal
Publication:1919785
DOI10.1016/0305-0548(95)00076-3zbMath0854.90112OpenAlexW2009303151MaRDI QIDQ1919785
Publication date: 19 January 1997
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0305-0548(95)00076-3
two-stage stochastic programminginterior point path-followingsaddle point form or extended linear-quadratic programs
Related Items
Log-barrier method for two-stage quadratic stochastic programming ⋮ A subgradient-type method for the equilibrium problem over the fixed point set and its applications ⋮ Quadratic convergence of a long-step interior-point method for nonlinear monotone variational inequality problems
Cites Work
- Unnamed Item
- A polynomial-time algorithm for a class of linear complementarity problems
- A unified approach to interior point algorithms for linear complementarity problems: A summary
- Prior reduced fill-in in solving equations in interior point algorithms
- Interior point methods for optimal control of discrete time systems
- Efficient solution of two-stage stochastic linear programs using interior point methods
- Computational schemes for large-scale problems in extended linear- quadratic programming
- Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time
- A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming
- Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming
- Formulating Two-Stage Stochastic Programs for Interior Point Methods
- On the Implementation of a Primal-Dual Interior Point Method
- On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming
- An Implementation of a Primal-Dual Interior Point Method for Linear Programming
- Primal-Dual Projected Gradient Algorithms for Extended Linear-Quadratic Programming
- On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming
- A Superlinear Infeasible-Interior-Point Algorithm for Monotone Complementarity Problems
- A Predictor-Corrector Algorithm for a Class of Nonlinear Saddle Point Problems
- Linear-Quadratic Programming and Optimal Control
- On the Primal-Dual Steepest Descent Algorithm for Extended Linear-Quadratic Programming
- A Superlinearly Convergent Infeasible-Interior-Point Algorithm for Geometrical LCPs Without a Strictly Complementary Condition
