A predictor-corrector method for extended linear-quadratic programming

DOI10.1016/0305-0548(95)00076-3zbMath0854.90112OpenAlexW2009303151MaRDI QIDQ1919785

Jishan Zhu, Jie Sun

Publication date: 19 January 1997

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0305-0548(95)00076-3

zbMATH Keywords

two-stage stochastic programminginterior point path-followingsaddle point form or extended linear-quadratic programs

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (3)

Log-barrier method for two-stage quadratic stochastic programming ⋮ A subgradient-type method for the equilibrium problem over the fixed point set and its applications ⋮ Quadratic convergence of a long-step interior-point method for nonlinear monotone variational inequality problems

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