Volumetric barrier decomposition algorithms for stochastic quadratic second-order cone programming

DOI10.1016/j.amc.2015.05.014zbMath1410.90133OpenAlexW885315915MaRDI QIDQ1664235

Baha M. Alzalg

Publication date: 24 August 2018

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2015.05.014

zbMATH Keywords

stochastic programminginterior point methodsquadratic second-order cone programmingself-concordancevolumetric barrier

Mathematics Subject Classification ID

Quadratic programming (90C20) Stochastic programming (90C15) Interior-point methods (90C51)

Related Items (6)

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 ⋮ Logarithmic-Barrier Decomposition Interior-Point Methods for Stochastic Linear Optimization in a Hilbert Space ⋮ Convergence of a weighted barrier algorithm for stochastic convex quadratic semidefinite optimization ⋮ Unnamed Item ⋮ Unnamed Item

Cites Work

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• Decomposition-based interior point methods for stochastic quadratic second-order cone programming
• Stochastic second-order cone programming: applications models
• A class of volumetric barrier decomposition algorithms for stochastic quadratic programming
• Stochastic second-order cone programming in mobile ad hoc networks
• Extension of primal-dual interior point algorithms to symmetric cones
• Second-order cone programming
• Logarithmic barrier decomposition-based interior point methods for stochastic symmetric programming
• A class of polynomial volumetric barrier decomposition algorithms for stochastic semidefinite programming

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