HOMOGENEOUS SELF-DUAL METHODS FOR SYMMETRIC CONES UNDER UNCERTAINTY

DOI10.17654/MS099111603zbMATH Open1356.90092OpenAlexW2464578048MaRDI QIDQ2964352FDOQ2964352

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

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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)

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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