HOMOGENEOUS SELF-DUAL METHODS FOR SYMMETRIC CONES UNDER UNCERTAINTY

DOI10.17654/MS099111603MaRDI QIDQ2964352zbMATH OpenOpenAlexFDO

Authors Francesca Maggioni, Sebastiano Vitali, Baha M. Alzalg

Publication date 24 February 2017

Published in Far East Journal of Mathematical Sciences (FJMS) (Search for Journal in Brave)

Full work available at URL http://www.pphmj.com/abstract/9878.htm

zbMATH Keywords

computational complexitysymmetric cone programminghomogeneous self-dual algorithmsstochastic symmetric cone programming

Mathematics Subject Classification ID

Convex programming (90C25) Applications of mathematical programming (90C90) Nonlinear programming (90C30) Stochastic programming (90C15) Abstract computational complexity for mathematical programming problems (90C60)

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Cited in

(6)

• An infeasible interior-point algorithm for stochastic second-order cone optimization
• A primal-dual interior-point method based on various selections of displacement step for symmetric optimization
• A homogeneous predictor-corrector algorithm for stochastic nonsymmetric convex conic optimization with discrete support
• Scenario formulation of stochastic linear programs and the homogeneous self-dual interior-point method
• Homogeneous self-dual algorithms for stochastic second-order cone programming
• Homogeneous self-dual algorithms for stochastic semidefinite programming

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