Random test problems and parallel methods for quadratic programs and quadratic stochastic programs<sup>∗</sup> (Q4514287): Difference between revisions

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scientific article; zbMATH DE number 1529598

Language	Label	Description	Also known as
English	Random test problems and parallel methods for quadratic programs and quadratic stochastic programs<sup>∗</sup>	scientific article; zbMATH DE number 1529598

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instance of

scholarly article

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title

Random test problems and parallel methods for quadratic programs and quadratic stochastic programs<sup>∗</sup> (English)

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zbMATH Open document ID

0980.90060

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DOI

10.1080/10556780008805789

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Optimization Methods and Software

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publication date

14 November 2000

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Mathematics Subject Classification ID

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parallel computation

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quadratic programs

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test problem generation

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stochastic programming

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/10556780008805789

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OpenAlex ID

W2049627397

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cites work

Generation of Random Orthogonal Matrices

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Q4001523

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Introduction to Stochastic Programming

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State-of-the-Art-Survey—Stochastic Programming: Computation and Applications

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A new technique for generating quadratic programming test problems

0 references

A Noninterior Continuation Method for Quadratic and Linear Programming

0 references

Newton's method for quadratic stochastic programs with recourse

0 references

A parallel inexact Newton method for stochastic programs with recourse

0 references

Multi-stage stochastic linear programs for portfolio optimization

0 references

Parallel Constraint Distribution

0 references

Engineering and Economic Applications of Complementarity Problems

0 references

Q4226179

0 references

Parallel Variable Transformation in Unconstrained Optimization

0 references

A Parallel Algorithm for a Class of Convex Programs

0 references

Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse

0 references

On the convergence of Han's method for convex programming with quadratic objective

0 references

Stochastic programming

0 references

Q4002466

0 references

Randomly Generated Test Problems for Positive Definite Quadratic Programming

0 references

Solution of symmetric linear complementarity problems by iterative methods

0 references

Data Parallel Quadratic Programming on Box-Constrained Problems

0 references

Robust Optimization of Large-Scale Systems

0 references

A New Scenario Decomposition Method for Large-Scale Stochastic Optimization

0 references

An SQP algorithm for extended linear-quadratic problems in stochastic programming

0 references

Convex Analysis

0 references

Linear-Quadratic Programming and Optimal Control

0 references

Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time

0 references

Parallel decomposition of multistage stochastic programming problems

0 references

Q4889887

0 references

The Efficient Generation of Random Orthogonal Matrices with an Application to Condition Estimators

0 references

Applications of a Splitting Algorithm to Decomposition in Convex Programming and Variational Inequalities

0 references

Primal-Dual Projected Gradient Algorithms for Extended Linear-Quadratic Programming

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:4514287

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+Q4001523
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+Introduction to Stochastic Programming
@@ Property / cites work: Introduction to Stochastic Programming / rank @@
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+State-of-the-Art-Survey—Stochastic Programming: Computation and Applications
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@@ Property / cites work @@
+A new technique for generating quadratic programming test problems
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@@ Property / cites work @@
+A Noninterior Continuation Method for Quadratic and Linear Programming
+Normal rank
@@ Property / cites work @@
+Newton's method for quadratic stochastic programs with recourse
+Normal rank
@@ Property / cites work @@
+A parallel inexact Newton method for stochastic programs with recourse
+Normal rank
@@ Property / cites work @@
+Multi-stage stochastic linear programs for portfolio optimization
+Normal rank
@@ Property / cites work @@
+Parallel Constraint Distribution
@@ Property / cites work: Parallel Constraint Distribution / rank @@
+Normal rank
@@ Property / cites work @@
+Engineering and Economic Applications of Complementarity Problems
+Normal rank
@@ Property / cites work @@
+Q4226179
@@ Property / cites work: Q4226179 / rank @@
+Normal rank
@@ Property / cites work @@
+Parallel Variable Transformation in Unconstrained Optimization
+Normal rank
@@ Property / cites work @@
+A Parallel Algorithm for a Class of Convex Programs
+Normal rank
@@ Property / cites work @@
+Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
+Normal rank
@@ Property / cites work @@
+On the convergence of Han's method for convex programming with quadratic objective
+Normal rank
@@ Property / cites work @@
+Stochastic programming
@@ Property / cites work: Stochastic programming / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002466
@@ Property / cites work: Q4002466 / rank @@
+Normal rank
@@ Property / cites work @@
+Randomly Generated Test Problems for Positive Definite Quadratic Programming
+Normal rank
@@ Property / cites work @@
+Solution of symmetric linear complementarity problems by iterative methods
+Normal rank
@@ Property / cites work @@
+Data Parallel Quadratic Programming on Box-Constrained Problems
+Normal rank
@@ Property / cites work @@
+Robust Optimization of Large-Scale Systems
@@ Property / cites work: Robust Optimization of Large-Scale Systems / rank @@
+Normal rank
@@ Property / cites work @@
+A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
+Normal rank
@@ Property / cites work @@
+An SQP algorithm for extended linear-quadratic problems in stochastic programming
+Normal rank
@@ Property / cites work @@
+Convex Analysis
@@ Property / cites work: Convex Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Linear-Quadratic Programming and Optimal Control
@@ Property / cites work: Linear-Quadratic Programming and Optimal Control / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time
+Normal rank
@@ Property / cites work @@
+Parallel decomposition of multistage stochastic programming problems
+Normal rank
@@ Property / cites work @@
+Q4889887
@@ Property / cites work: Q4889887 / rank @@
+Normal rank
@@ Property / cites work @@
+The Efficient Generation of Random Orthogonal Matrices with an Application to Condition Estimators
+Normal rank
@@ Property / cites work @@
+Applications of a Splitting Algorithm to Decomposition in Convex Programming and Variational Inequalities
+Normal rank
@@ Property / cites work @@
+Primal-Dual Projected Gradient Algorithms for Extended Linear-Quadratic Programming
+Normal rank