A predictor-corrector method for extended linear-quadratic programming

DOI10.1016/0305-0548(95)00076-3MaRDI QIDQ1919785zbMATH OpenOpenAlexFDO

Authors Jie Sun, Jishan Zhu

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

zbMATH Keywords

two-stage stochastic programminginterior point path-followingsaddle point form or extended linear-quadratic programs

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cites work

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• A polynomial-time algorithm for a class of linear complementarity problems
• A unified approach to interior point algorithms for linear complementarity problems: A summary
• An Implementation of a Primal-Dual Interior Point Method for Linear Programming
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• Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time
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• On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming
• On the Implementation of a Primal-Dual Interior Point Method
• On the Primal-Dual Steepest Descent Algorithm for Extended Linear-Quadratic Programming
• Primal-Dual Projected Gradient Algorithms for Extended Linear-Quadratic Programming
• Prior reduced fill-in in solving equations in interior point algorithms

Cited in

(9)

• A predictor-corrector algorithm for linear optimization based on a modified Newton direction
• Modified proximal point algorithm for extended linear-quadratic programming
• Primal-Dual Projected Gradient Algorithms for Extended Linear-Quadratic Programming
• A subgradient-type method for the equilibrium problem over the fixed point set and its applications
• Quadratic convergence of a long-step interior-point method for nonlinear monotone variational inequality problems
• scientific article; zbMATH DE number 2070508 (Why is no real title available?)
• scientific article; zbMATH DE number 1744779 (Why is no real title available?)
• Log-barrier method for two-stage quadratic stochastic programming
• scientific article; zbMATH DE number 17721 (Why is no real title available?)

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