Homogeneous self-dual algorithms for stochastic second-order cone programming

DOI10.1007/S10957-013-0428-ZMaRDI QIDQ467475zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

computational complexitysecond-order cone programminghomogeneous self-dual algorithmsstochastic second-order programming

Mathematics Subject Classification ID

Stochastic programming (90C15) Abstract computational complexity for mathematical programming problems (90C60)

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• HOMOGENEOUS SELF-DUAL METHODS FOR SYMMETRIC CONES UNDER UNCERTAINTY
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Cites work

• scientific article; zbMATH DE number 715155 (Why is no real title available?)
• A class of polynomial volumetric barrier decomposition algorithms for stochastic semidefinite programming
• A preliminary set of applications leading to stochastic semidefinite programs and chance-constrained semidefinite programs
• An Interior-Point Method for Semidefinite Programming
• Applications of second-order cone programming
• Extension of primal-dual interior point algorithms to symmetric cones
• Homogeneous self-dual algorithms for stochastic semidefinite programming
• 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 homogeneous interrior-point algorithms for semidefinite programming
• Primal--Dual Path-Following Algorithms for Semidefinite Programming
• Primal-Dual Interior-Point Methods for Self-Scaled Cones
• Second-order cone programming
• Self-Scaled Barriers and Interior-Point Methods for Convex Programming
• Semidefinite optimization
• Stochastic second-order cone programming in mobile ad hoc networks
• Stochastic second-order cone programming: applications models
• Stochastic semidefinite programming: a new paradigm for stochastic optimization

Cited in

(8)

• Stochastic second-order cone programming: applications models
• A path-following slgorithm for stochastic quadratically constrained convex quadratic programming in a Hilbert space
• A primal-dual interior-point method based on various selections of displacement step for symmetric optimization
• A homogeneous predictor-corrector algorithm for stochastic nonsymmetric convex conic optimization with discrete support
• Homogeneous self-dual algorithms for stochastic semidefinite 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
• HOMOGENEOUS SELF-DUAL METHODS FOR SYMMETRIC CONES UNDER UNCERTAINTY

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