Convergence of a weighted barrier algorithm for stochastic convex quadratic semidefinite optimization

DOI10.1007/s10957-022-02128-6OpenAlexW4309349352MaRDI QIDQ2696952

Asma Gafour, Baha M. Alzalg

Publication date: 17 April 2023

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

Full work available at URL: https://doi.org/10.1007/s10957-022-02128-6

zbMATH Keywords

decompositionlarge-scale optimizationinterior-point methodsquadratic semidefinite programmingtwo-stage stochastic programming

Mathematics Subject Classification ID

Semidefinite programming (90C22) Convex programming (90C25) Quadratic programming (90C20) Stochastic programming (90C15) Interior-point methods (90C51)

Uses Software

• QSDP

Cites Work

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