A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming (Q1769066)

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scientific article; zbMATH DE number 2146825
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    A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming
    scientific article; zbMATH DE number 2146825

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      A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming (English)
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      17 March 2005
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      multi-stage stochastic nonlinear programming
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      lagrangian dual
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      self-concordant barrier
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      interior point methods
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      polynomial-time complexity
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