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

DOI10.1007/s10957-013-0428-zzbMath1305.90315OpenAlexW2068286758MaRDI QIDQ467475

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

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

Related Items (6)

A primal-dual interior-point method based on various selections of displacement step for symmetric optimization ⋮ An infeasible interior-point algorithm for stochastic second-order cone optimization ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Primal interior-point decomposition algorithms for two-stage stochastic extended second-order cone programming ⋮ Stochastic second-order cone programming: applications models

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