A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming (Q1769066): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
Property / describes a project that uses | |||
Property / describes a project that uses: MSLiP / rank | |||
Normal rank |
Revision as of 15:39, 28 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming |
scientific article |
Statements
A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming (English)
0 references
17 March 2005
0 references
multi-stage stochastic nonlinear programming
0 references
lagrangian dual
0 references
self-concordant barrier
0 references
interior point methods
0 references
polynomial-time complexity
0 references