Logarithmic barrier decomposition-based interior point methods for stochastic symmetric programming

DOI10.1016/j.jmaa.2013.07.075zbMath1306.90103OpenAlexW2084730144MaRDI QIDQ2257767

Ariyawansa, K. A., Baha M. Alzalg

Publication date: 2 March 2015

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2013.07.075

zbMATH Keywords

stochastic programminginterior point methodsEuclidean Jordan algebraBenders' decompositionsymmetric cone programmingprimal-dual methods

Mathematics Subject Classification ID

Stochastic programming (90C15) Interior-point methods (90C51)

Related Items (12)

Decomposition-based interior point methods for stochastic quadratic second-order cone programming ⋮ Volumetric barrier decomposition algorithms for stochastic quadratic second-order cone programming ⋮ A primal-dual interior-point method based on various selections of displacement step for symmetric optimization ⋮ An infeasible interior-point algorithm for stochastic second-order cone optimization ⋮ Logarithmic-Barrier Decomposition Interior-Point Methods for Stochastic Linear Optimization in a Hilbert Space ⋮ Convergence of a weighted barrier algorithm for stochastic convex quadratic semidefinite optimization ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Homogeneous self-dual algorithms for stochastic second-order cone programming ⋮ Primal interior-point decomposition algorithms for two-stage stochastic extended second-order cone programming ⋮ Quantitative stability of two-stage distributionally robust risk optimization problem with full random linear semi-definite recourse ⋮ On approximate solutions for robust semi-infinite multi-objective convex symmetric cone optimization

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