Homogeneous self-dual algorithms for stochastic semidefinite programming (Q1935265)

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Homogeneous self-dual algorithms for stochastic semidefinite programming
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    Homogeneous self-dual algorithms for stochastic semidefinite programming (English)
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    14 February 2013
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    Implementations of homogeneous self-dual algorithms have been amongst the most successful to solve semidefinite programming (SDP) problems. The authors extend readily this class of algorithms to the case of stochastic SDP with a finite event space, since the equivalent deterministic SDP has a specific block structure.
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    semidefinite programming
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    interior point methods
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