A predictor-corrector method for extended linear-quadratic programming (Q1919785)

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A predictor-corrector method for extended linear-quadratic programming
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    A predictor-corrector method for extended linear-quadratic programming (English)
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    19 January 1997
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    saddle point form or extended linear-quadratic programs
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    interior point path-following
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    two-stage stochastic programming
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