Convergence of a weighted barrier algorithm for stochastic convex quadratic semidefinite optimization (Q2696952)
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English | Convergence of a weighted barrier algorithm for stochastic convex quadratic semidefinite optimization |
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Convergence of a weighted barrier algorithm for stochastic convex quadratic semidefinite optimization (English)
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17 April 2023
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quadratic semidefinite programming
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two-stage stochastic programming
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large-scale optimization
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interior-point methods
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decomposition
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