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

zbMATH Open1390.90516MaRDI QIDQ4607765FDOQ4607765

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

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zbMATH Keywords

interior-point algorithmtrust-region subproblemStochastic programmingsymmetric programming

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• 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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