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

DOI10.1016/J.AMC.2014.10.015MaRDI QIDQ298535zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• 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
• Logarithmic barrier decomposition-based interior point methods for stochastic symmetric programming
• Decomposition‐Based Interior Point Methods for Two‐Stage Stochastic Semidefinite Programming
• Primal interior-point decomposition algorithms for two-stage stochastic extended second-order cone programming

Cites work

• scientific article; zbMATH DE number 715155 (Why is no real title available?)
• scientific article; zbMATH DE number 729680 (Why is no real title available?)
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• A dwindling filter trust region algorithm for nonlinear optimization
• A log-barrier method with Benders decomposition for solving two-stage stochastic linear programs
• A non-monotone line search multidimensional filter-SQP method for general nonlinear programming
• An Interior-Point Method for Semidefinite Programming
• Applications of second-order cone programming
• Decomposition based interior point methods for two-stage stochastic convex quadratic programs with recourse
• Decomposition‐Based Interior Point Methods for Two‐Stage Stochastic Semidefinite Programming
• Extension of primal-dual interior point algorithms to symmetric cones
• Interior-Point Methods for the Monotone Semidefinite Linear Complementarity Problem in Symmetric Matrices
• Logarithmic barrier decomposition-based interior point methods for stochastic symmetric programming
• On Extending Some Primal--Dual Interior-Point Algorithms From Linear Programming to Semidefinite Programming
• On the Implementation of Interior Point Decomposition Algorithms for Two-Stage Stochastic Conic Programs
• Primal--Dual Path-Following Algorithms for Semidefinite Programming
• Second-order cone programming
• Self-concordance and decomposition-based interior point methods for the two-stage stochastic convex optimization problem
• Stochastic second-order cone programming in mobile ad hoc networks
• Stochastic second-order cone programming: applications models

Cited in

(18)

• Volumetric barrier decomposition algorithms for stochastic quadratic second-order cone programming
• Convergence of a weighted barrier algorithm for stochastic convex quadratic semidefinite optimization
• Decomposition‐Based Interior Point Methods for Two‐Stage Stochastic Semidefinite Programming
• Stochastic second-order cone programming: applications models
• A class of volumetric barrier decomposition algorithms for stochastic quadratic programming
• On the Implementation of Interior Point Decomposition Algorithms for Two-Stage Stochastic Conic Programs
• A path-following slgorithm for stochastic quadratically constrained convex quadratic programming in a Hilbert space
• A polynomial interior-point algorithm with improved iteration bounds for linear optimization
• A log-barrier method with Benders decomposition for solving two-stage stochastic linear programs
• A primal-dual interior-point method based on various selections of displacement step for symmetric optimization
• Logarithmic barrier decomposition-based interior point methods for stochastic symmetric programming
• The nonconvex second-order cone: algebraic structure toward optimization
• A homogeneous predictor-corrector algorithm for stochastic nonsymmetric convex conic optimization with discrete support
• Decomposition based interior point methods for two-stage stochastic convex quadratic programs with recourse
• Log-barrier method for two-stage quadratic stochastic programming
• Primal interior-point decomposition algorithms for two-stage stochastic extended second-order cone programming
• An infeasible interior-point algorithm for stochastic second-order cone optimization
• Logarithmic-barrier decomposition interior-point methods for stochastic linear optimization in a Hilbert space

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