An interior-point trust-region algorithm for quadratic stochastic symmetric programming

MaRDI QIDQ4607765zbMATH OpenFDO

Authors P. Kabcome, T. Mouktonglang

Publication date 14 March 2018

Full work available at URL http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/2606

zbMATH Keywords

interior-point algorithmtrust-region subproblemStochastic programmingsymmetric programming

Mathematics Subject Classification ID

Nonlinear programming (90C30) Interior-point methods (90C51)

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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?)
• A mathematical view of interior-point methods in convex optimization
• An Interior‐Point Trust‐Region Algorithm for General Symmetric Cone Programming

Cited in

(3)

• Symmetric QP and linear programming under primal-dual uncertainty
• An interior-point trust-region polynomial algorithm for convex quadratic minimization subject to general convex constraints
• Logarithmic barrier decomposition-based interior point methods for stochastic symmetric programming

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