Self-concordance and Decomposition-based Interior Point Methods for the Two-stage Stochastic Convex Optimization Problem
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Publication:3225246
DOI10.1137/080742026zbMath1242.90143OpenAlexW1964049714MaRDI QIDQ3225246
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Publication date: 16 March 2012
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/080742026
Related Items (6)
Decomposition-based interior point methods for stochastic quadratic second-order cone programming ⋮ Nonconvex sensitivity-based generalized Benders decomposition ⋮ On proximal augmented Lagrangian based decomposition methods for dual block-angular convex composite programming problems ⋮ Primal interior-point decomposition algorithms for two-stage stochastic extended second-order cone programming ⋮ Logarithmic barrier decomposition-based interior point methods for stochastic symmetric programming ⋮ Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs
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