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

DOI10.1016/j.jmaa.2013.07.075zbMath1306.90103OpenAlexW2084730144MaRDI QIDQ2257767

Ariyawansa, K. A., Baha M. Alzalg

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

stochastic programminginterior point methodsEuclidean Jordan algebraBenders' decompositionsymmetric cone programmingprimal-dual methods

Mathematics Subject Classification ID

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

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