Algebraic-based primal interior-point algorithms for stochastic infinity norm optimization

DOI10.22049/CCO.2023.28256.1492MaRDI QIDQ6917419zbMATH OpenFDO

Authors Baha M. Alzalg

Publication date 13 October 2025

Published in Communications in Combinatorics and Optimization (Search for Journal in Brave)

Copyright license Creative Commons Attribution-ShareAlike 4.0 International

Full work available at URL https://doi.org/10.22049/CCO.2023.28256.1492

zbMATH Keywords

Infinity norm optimizationinterior-point methodsJordan algebraspolynomial-time complexitystochastic programming

Mathematics Subject Classification ID

Identities and free Jordan structures (17C05) Stochastic programming (90C15) Convex programming (90C25) Interior-point methods (90C51)

Cites work

• A class of polynomial volumetric barrier decomposition algorithms for stochastic semidefinite programming
• A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming
• A log-barrier method with Benders decomposition for solving two-stage stochastic linear programs
• A Max-Norm Constrained Minimization Approach to 1-Bit Matrix Completion
• An infeasible interior-point algorithm for stochastic second-order cone optimization
• Curvature integrals and iteration complexities in SDP and symmetric cone programs
• Decomposition-based interior point methods for stochastic quadratic second-order cone programming
• Decomposition‐Based Interior Point Methods for Two‐Stage Stochastic Semidefinite Programming
• Elliptic cone optimization and primal-dual path-following algorithms
• Faster and more accurate computation of the \(\mathcal{H}_\infty\) norm via optimization
• Homogeneous self-dual algorithms for stochastic second-order cone programming
• scientific article; zbMATH DE number 729680 (Why is no real title available?)
• Logarithmic barrier decomposition-based interior point methods for stochastic symmetric programming
• Logarithmic-barrier decomposition interior-point methods for stochastic linear optimization in a Hilbert space
• Min-max optimization of several classical discrete optimization problems
• On the use of Jordan algebras for improving global convergence of an augmented Lagrangian method in nonlinear semidefinite programming
• Primal interior-point decomposition algorithms for two-stage stochastic extended second-order cone programming
• Self-concordance and decomposition-based interior point methods for the two-stage stochastic convex optimization problem
• The Jordan algebraic structure of the circular cone
• Two wide neighborhood interior-point methods for symmetric cone optimization
• Volumetric barrier decomposition algorithms for stochastic quadratic second-order cone programming

This page was built for publication: Algebraic-based primal interior-point algorithms for stochastic infinity norm optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6917419)