Primal interior-point decomposition algorithms for two-stage stochastic extended second-order cone programming

DOI10.1080/02331934.2018.1533553zbMath1416.90024OpenAlexW2897855804MaRDI QIDQ4646557

Baha M. Alzalg

Publication date: 14 January 2019

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2018.1533553

zbMATH Keywords

stochastic programminginterior-point algorithmsconic programmingself-concordanceextended second-order cone

Mathematics Subject Classification ID

Semidefinite programming (90C22) Nonlinear programming (90C30) Stochastic programming (90C15) Interior-point methods (90C51)

Related Items (1)

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

Cites Work

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• A log-barrier method with Benders decomposition for solving two-stage stochastic linear programs

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