Homogeneous self-dual algorithms for stochastic second-order cone programming
DOI10.1007/S10957-013-0428-ZzbMATH Open1305.90315OpenAlexW2068286758MaRDI QIDQ467475FDOQ467475
Authors: Baha M. Alzalg 
Publication date: 3 November 2014
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-013-0428-z
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computational complexitysecond-order cone programminghomogeneous self-dual algorithmsstochastic second-order programming
Stochastic programming (90C15) Abstract computational complexity for mathematical programming problems (90C60)
Cites Work
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- Stochastic second-order cone programming: applications models
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- Interior-Point Methods for the Monotone Semidefinite Linear Complementarity Problem in Symmetric Matrices
- Primal-Dual Interior-Point Methods for Self-Scaled Cones
- On homogeneous interrior-point algorithms for semidefinite programming
- Homogeneous self-dual algorithms for stochastic semidefinite programming
- A class of polynomial volumetric barrier decomposition algorithms for stochastic semidefinite programming
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Cited In (8)
- HOMOGENEOUS SELF-DUAL METHODS FOR SYMMETRIC CONES UNDER UNCERTAINTY
- 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
- Title not available (Why is that?)
- A primal-dual interior-point method based on various selections of displacement step for symmetric optimization
- Stochastic second-order cone programming: applications models
- Homogeneous self-dual algorithms for stochastic semidefinite programming
- Title not available (Why is that?)
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