A class of polynomial volumetric barrier decomposition algorithms for stochastic semidefinite programming

DOI10.1090/S0025-5718-2010-02449-4zbMath1244.90172OpenAlexW2061951315MaRDI QIDQ3015050

Yuntao Zhu, Ariyawansa, K. A.

Publication date: 8 July 2011

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0025-5718-2010-02449-4

zbMATH Keywords

decompositionsemidefinite programmingself-concordancestochastic linear programmingstochastic semidefinite programmingvolumetric-barrier

Mathematics Subject Classification ID

Semidefinite programming (90C22) Stochastic programming (90C15) Interior-point methods (90C51) Decomposition methods (49M27)

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