On the Implementation of Interior Point Decomposition Algorithms for Two-Stage Stochastic Conic Programs

DOI10.1137/050643805zbMath1179.90247OpenAlexW2011786208MaRDI QIDQ3648533

Sanjay Mehrotra, M. Gokhan Özevin

Publication date: 27 November 2009

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/ae9ba2335d9fc735eabb0437cec4ebec77925423

zbMATH Keywords

Benders decompositionprimal-dual methods

Mathematics Subject Classification ID

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

Related Items (5)

Decomposition-based interior point methods for stochastic quadratic second-order cone programming ⋮ Convergence of a weighted barrier algorithm for stochastic convex quadratic semidefinite optimization ⋮ A preconditioning technique for Schur complement systems arising in stochastic optimization ⋮ Stochastic second-order cone programming: applications models ⋮ Logarithmic barrier decomposition-based interior point methods for stochastic symmetric programming

Uses Software

• SeDuMi
• TOMS659
• SUTIL

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