An infeasible interior-point algorithm for stochastic second-order cone optimization

DOI10.1007/s10957-018-1445-8zbMath1414.90261OpenAlexW2900834319WikidataQ128881246 ScholiaQ128881246MaRDI QIDQ2420786

Khaled Badarneh, Ayat Ababneh, Baha M. Alzalg

Publication date: 7 June 2019

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-018-1445-8

zbMATH Keywords

stochastic programmingsecond-order cone programmingEuclidean Jordan algebrainfeasible interior-point algorithms

Mathematics Subject Classification ID

Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Abstract computational complexity for mathematical programming problems (90C60) Nonlinear programming (90C30) Stochastic programming (90C15) Interior-point methods (90C51)

Related Items (4)

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Cites Work

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