A predictor-corrector method for extended linear-quadratic programming

DOI10.1016/0305-0548(95)00076-3zbMATH Open0854.90112OpenAlexW2009303151MaRDI QIDQ1919785FDOQ1919785

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cites Work

• On the Implementation of a Primal-Dual Interior Point Method
• A unified approach to interior point algorithms for linear complementarity problems: A summary
• On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming
• An Implementation of a Primal-Dual Interior Point Method for Linear Programming
• A polynomial-time algorithm for a class of linear complementarity problems
• On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming
• Efficient solution of two-stage stochastic linear programs using interior point methods
• Formulating Two-Stage Stochastic Programs for Interior Point Methods
• Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming
• Interior point methods for optimal control of discrete time systems
• Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time
• A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming
• Linear-Quadratic Programming and Optimal Control
• A Superlinear Infeasible-Interior-Point Algorithm for Monotone Complementarity Problems
• Primal-Dual Projected Gradient Algorithms for Extended Linear-Quadratic Programming
• Computational schemes for large-scale problems in extended linear- quadratic programming
• A Superlinearly Convergent Infeasible-Interior-Point Algorithm for Geometrical LCPs Without a Strictly Complementary Condition
• Prior reduced fill-in in solving equations in interior point algorithms
• A Predictor-Corrector Algorithm for a Class of Nonlinear Saddle Point Problems
• Title not available (Why is that?)
• On the Primal-Dual Steepest Descent Algorithm for Extended Linear-Quadratic Programming

Cited In (9)

• A predictor-corrector algorithm for linear optimization based on a modified Newton direction
• Title not available (Why is that?)
• Quadratic convergence of a long-step interior-point method for nonlinear monotone variational inequality problems
• Title not available (Why is that?)
• 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
• Modified proximal point algorithm for extended linear-quadratic programming
• Primal-Dual Projected Gradient Algorithms for Extended Linear-Quadratic Programming
• Title not available (Why is that?)

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