A predictor-corrector method for extended linear-quadratic programming
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Publication:1919785
DOI10.1016/0305-0548(95)00076-3zbMath0854.90112MaRDI QIDQ1919785
Publication date: 19 January 1997
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0305-0548(95)00076-3
two-stage stochastic programming; interior point path-following; saddle point form or extended linear-quadratic programs
90C15: Stochastic programming
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Quadratic convergence of a long-step interior-point method for nonlinear monotone variational inequality problems, Log-barrier method for two-stage quadratic stochastic programming, A subgradient-type method for the equilibrium problem over the fixed point set and its applications
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