Stochastic second-order cone programming: applications models

DOI10.1016/j.apm.2011.12.053zbMath1252.90055OpenAlexW2037158890WikidataQ29396015 ScholiaQ29396015MaRDI QIDQ693671

Baha M. Alzalg

Publication date: 7 December 2012

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2011.12.053

zbMATH Keywords

stochastic programmingsecond-order cone programmingconic programmingoptimization models

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15)

Related Items (10)

The algebraic structure of the arbitrary-order cone ⋮ Decomposition-based interior point methods for stochastic quadratic second-order cone programming ⋮ 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 ⋮ Homogeneous self-dual algorithms for stochastic second-order cone programming ⋮ Logarithmic barrier decomposition-based interior point methods for stochastic symmetric programming ⋮ Quantitative Stability of Two-Stage Linear Second-Order Conic Stochastic Programs with Full Random Recourse ⋮ Two-stage stochastic variational inequality arising from stochastic programming ⋮ On approximate solutions for robust semi-infinite multi-objective convex symmetric cone optimization

Cites Work

• Unnamed Item
• Unnamed Item
• Decomposition-based interior point methods for stochastic quadratic second-order cone programming
• Homogeneous self-dual algorithms for stochastic second-order cone programming
• A preliminary set of applications leading to stochastic semidefinite programs and chance-constrained semidefinite programs
• Stochastic second-order cone programming in mobile ad hoc networks
• Applications of second-order cone programming
• Second-order cone programming
• Semidefinite optimization
• On the Implementation of Interior Point Decomposition Algorithms for Two-Stage Stochastic Conic Programs
• State-of-the-Art-Survey—Stochastic Programming: Computation and Applications
• Semidefinite Programming
• A New Method for Optimal Truss Topology Design
• Computation of Minimum-Volume Covering Ellipsoids
• Decomposition‐Based Interior Point Methods for Two‐Stage Stochastic Semidefinite Programming
• A log-barrier method with Benders decomposition for solving two-stage stochastic linear programs

This page was built for publication: Stochastic second-order cone programming: applications models