A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming
type: Item
instance of: scholarly article
title: A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming
zbMATH Open document ID: 1058.90043
author: Gongyun Zhao
published in: Mathematical Programming. Series A. Series B
publication date: 2005-03-17T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C51
Mathematics Subject Classification ID: 90C06
Mathematics Subject Classification ID: 90C25
Mathematics Subject Classification ID: 90C60
zbMATH DE Number: 2146825
zbMATH Keywords: multi-stage stochastic nonlinear programming
zbMATH Keywords: lagrangian dual
zbMATH Keywords: self-concordant barrier
zbMATH Keywords: interior point methods
zbMATH Keywords: polynomial-time complexity
describes a project that uses: MSLiP
MaRDI profile type: Publication
full work available at URL: s10107-003-0471-x
OpenAlex ID: W2003492573
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DOI: 10.1007/S10107-003-0471-X
description: scientific article; zbMATH DE number 2146825