Decomposition-based interior point methods for stochastic quadratic second-order cone programming

DOI10.1016/J.AMC.2014.10.015zbMATH Open1338.90279OpenAlexW2007224353MaRDI QIDQ298535FDOQ298535

Authors: Baha M. Alzalg 

Publication date: 21 June 2016

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2014.10.015

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zbMATH Keywords

interior point methodsstochastic programminglogarithmic barrierBenders' decompositionquadratic second-order cone programmingself-concordance

Mathematics Subject Classification ID

Quadratic programming (90C20) Interior-point methods (90C51) Stochastic programming (90C15)

Cites Work

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• On Extending Some Primal--Dual Interior-Point Algorithms From Linear Programming to Semidefinite Programming
• Applications of second-order cone programming
• Second-order cone programming
• Primal--Dual Path-Following Algorithms for Semidefinite Programming
• An Interior-Point Method for Semidefinite Programming
• Extension of primal-dual interior point algorithms to symmetric cones
• A non-monotone line search multidimensional filter-SQP method for general nonlinear programming
• A dwindling filter trust region algorithm for nonlinear optimization
• A dwindling filter inexact projected Hessian algorithm for large scale nonlinear constrained optimization
• Stochastic second-order cone programming in mobile ad hoc networks
• Stochastic second-order cone programming: applications models
• Logarithmic barrier decomposition-based interior point methods for stochastic symmetric programming
• Decomposition based interior point methods for two-stage stochastic convex quadratic programs with recourse
• Interior-Point Methods for the Monotone Semidefinite Linear Complementarity Problem in Symmetric Matrices
• Self-concordance and decomposition-based interior point methods for the two-stage stochastic convex optimization problem
• On the Implementation of Interior Point Decomposition Algorithms for Two-Stage Stochastic Conic Programs
• Decomposition‐Based Interior Point Methods for Two‐Stage Stochastic Semidefinite Programming
• A log-barrier method with Benders decomposition for solving two-stage stochastic linear programs
• A class of volumetric barrier decomposition algorithms for stochastic quadratic programming

Cited In (17)

• On the Implementation of Interior Point Decomposition Algorithms for Two-Stage Stochastic Conic Programs
• An infeasible interior-point algorithm for stochastic second-order cone optimization
• Primal interior-point decomposition algorithms for two-stage stochastic extended second-order cone programming
• Logarithmic-Barrier Decomposition Interior-Point Methods for Stochastic Linear Optimization in a Hilbert Space
• Title not available (Why is that?)
• A primal-dual interior-point method based on various selections of displacement step for symmetric optimization
• Decomposition‐Based Interior Point Methods for Two‐Stage Stochastic Semidefinite Programming
• Stochastic second-order cone programming: applications models
• A log-barrier method with Benders decomposition for solving two-stage stochastic linear programs
• A class of volumetric barrier decomposition algorithms for stochastic quadratic programming
• Decomposition based interior point methods for two-stage stochastic convex quadratic programs with recourse
• Volumetric barrier decomposition algorithms for stochastic quadratic second-order cone programming
• Log-barrier method for two-stage quadratic stochastic programming
• A polynomial interior-point algorithm with improved iteration bounds for linear optimization
• The nonconvex second-order cone: algebraic structure toward optimization
• Convergence of a weighted barrier algorithm for stochastic convex quadratic semidefinite optimization
• Title not available (Why is that?)

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