Convergence of a weighted barrier algorithm for stochastic convex quadratic semidefinite optimization (Q2696952)

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scientific article; zbMATH DE number 7675397
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    Convergence of a weighted barrier algorithm for stochastic convex quadratic semidefinite optimization
    scientific article; zbMATH DE number 7675397

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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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