A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming (Q1769066): Difference between revisions

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Latest revision as of 09:57, 11 December 2024

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A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming
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    A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming (English)
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    17 March 2005
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    multi-stage stochastic nonlinear programming
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    lagrangian dual
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    self-concordant barrier
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    interior point methods
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    polynomial-time complexity
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