Decomposition-based interior point methods for stochastic quadratic second-order cone programming

DOI10.1016/j.amc.2014.10.015zbMath1338.90279OpenAlexW2007224353MaRDI QIDQ298535

Baha M. Alzalg

Publication date: 21 June 2016

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2014.10.015

zbMATH Keywords

stochastic programminginterior point methodslogarithmic barrierBenders' decompositionquadratic second-order cone programmingself-concordance

Mathematics Subject Classification ID

Quadratic programming (90C20) Stochastic programming (90C15) Interior-point methods (90C51)

Related Items (9)

Volumetric barrier decomposition algorithms for stochastic quadratic second-order cone programming ⋮ A primal-dual interior-point method based on various selections of displacement step for symmetric optimization ⋮ An infeasible interior-point algorithm for stochastic second-order cone optimization ⋮ Logarithmic-Barrier Decomposition Interior-Point Methods for Stochastic Linear Optimization in a Hilbert Space ⋮ Convergence of a weighted barrier algorithm for stochastic convex quadratic semidefinite optimization ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Primal interior-point decomposition algorithms for two-stage stochastic extended second-order cone programming ⋮ Stochastic second-order cone programming: applications models

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