A stochastic linearization method for the second order cone programming

MaRDI QIDQ4688434zbMATH OpenFDO

Authors Wei Wang, Yubing Liu, Weimei Li, Xinyu Cao

Publication date 22 October 2018

zbMATH Keywords

second-order cone programmingsemi-definite programming\(\varepsilon \)-level solution

Mathematics Subject Classification ID

Convex programming (90C25) Linear programming (90C05) Semidefinite programming (90C22)

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Cited in

(7)

• An infeasible interior-point algorithm for stochastic second-order cone optimization
• Statistical inference of second-order cone programming
• Robust optimization problem for linear polyhedral cone constrained distribution on KL-divergence
• Stochastic second-order cone programming: applications models
• An equivalent form of two-stage stochastic second-order cone programming problem with recourse
• Solving Second Order Cone Programming via a Reduced Augmented System Approach
• Statistical Inference of Second-Order Cone Programming

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