Decomposition‐Based Interior Point Methods for Two‐Stage Stochastic Semidefinite Programming

DOI10.1137/050622067zbMath1176.90648OpenAlexW2090865343MaRDI QIDQ5444288

M. Gokhan Özevin, Sanjay Mehrotra

Publication date: 25 February 2008

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/050622067

zbMATH Keywords

stochastic programmingsemidefinite programminginterior point methodsBenders decompositionprimal methods

Mathematics Subject Classification ID

Semidefinite programming (90C22) Stochastic programming (90C15) Interior-point methods (90C51)

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