Logarithmic barrier decomposition-based interior point methods for stochastic symmetric programming

DOI10.1016/J.JMAA.2013.07.075MaRDI QIDQ2257767zbMATH OpenOpenAlexFDO

Authors Baha M. Alzalg, K. A. Ariyawansa

Publication date 2 March 2015

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2013.07.075

zbMATH Keywords

Benders' decompositionEuclidean Jordan algebrainterior point methodsprimal-dual methodsstochastic programmingsymmetric cone programming

Mathematics Subject Classification ID

Stochastic programming (90C15) Interior-point methods (90C51)

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• An interior-point trust-region algorithm for quadratic stochastic symmetric programming

Cites work

• A class of polynomial volumetric barrier decomposition algorithms for stochastic semidefinite programming
• A log-barrier method with Benders decomposition for solving two-stage stochastic linear programs
• An Interior-Point Method for Semidefinite Programming
• Associative and Jordan algebras, and polynomial time interior-point algorithms for symmetric cones.
• Decomposition based interior point methods for two-stage stochastic convex quadratic programs with recourse
• Decomposition‐Based Interior Point Methods for Two‐Stage Stochastic Semidefinite Programming
• Extension of primal-dual interior point algorithms to symmetric cones
• scientific article; zbMATH DE number 715155 (Why is no real title available?)
• scientific article; zbMATH DE number 729680 (Why is no real title available?)
• Interior-Point Methods for the Monotone Semidefinite Linear Complementarity Problem in Symmetric Matrices
• Introduction to Stochastic Programming
• On Extending Some Primal--Dual Interior-Point Algorithms From Linear Programming to Semidefinite Programming
• On the Implementation of Interior Point Decomposition Algorithms for Two-Stage Stochastic Conic Programs
• Polynomial Convergence of Infeasible-Interior-Point Methods over Symmetric Cones
• Primal--Dual Path-Following Algorithms for Semidefinite Programming
• Second-order cone programming
• Self-concordance and decomposition-based interior point methods for the two-stage stochastic convex optimization problem
• Stochastic second-order cone programming: applications models
• Stochastic semidefinite programming: a new paradigm for stochastic optimization
• The volumetric barrier for semidefinite programming.

Cited in

(22)

• Volumetric barrier decomposition algorithms for stochastic quadratic second-order cone programming
• On approximate solutions for robust semi-infinite multi-objective convex symmetric cone optimization
• Quantitative stability of two-stage distributionally robust risk optimization problem with full random linear semi-definite recourse
• A primal-dual interior-point method based on various selections of displacement step for symmetric optimization
• An infeasible interior-point algorithm for stochastic second-order cone optimization
• Convergence of a weighted barrier algorithm for stochastic convex quadratic semidefinite optimization
• Decomposition-based interior point methods for stochastic quadratic second-order cone programming
• Decomposition based interior point methods for two-stage stochastic convex quadratic programs with recourse
• Self-concordance and decomposition-based interior point methods for the two-stage stochastic convex optimization problem
• On the Implementation of Interior Point Decomposition Algorithms for Two-Stage Stochastic Conic Programs
• Log-Barrier Interior Point Methods Are Not Strongly Polynomial
• An interior-point trust-region algorithm for quadratic stochastic symmetric programming
• Primal interior-point decomposition algorithms for two-stage stochastic extended second-order cone programming
• Homogeneous self-dual algorithms for stochastic second-order cone programming
• Logarithmic-barrier decomposition interior-point methods for stochastic linear optimization in a Hilbert space
• Decomposition‐Based Interior Point Methods for Two‐Stage Stochastic Semidefinite Programming
• A homogeneous predictor-corrector algorithm for stochastic nonsymmetric convex conic optimization with discrete support
• A path-following slgorithm for stochastic quadratically constrained convex quadratic programming in a Hilbert space
• A barrier Lagrangian dual method for multi-stage stochastic convex semidefinite optimization
• A hybrid branch-and-bound and interior-point algorithm for stochastic mixed-integer nonlinear second-order cone programming
• Algebraic-based primal interior-point algorithms for stochastic infinity norm optimization
• A class of volumetric barrier decomposition algorithms for stochastic quadratic programming

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