Decomposition‐Based Interior Point Methods for Two‐Stage Stochastic Semidefinite Programming
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Publication:5444288
DOI10.1137/050622067zbMath1176.90648MaRDI QIDQ5444288
M. Gokhan Özevin, Sanjay Mehrotra
Publication date: 25 February 2008
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/050622067
stochastic programming; semidefinite programming; interior point methods; Benders decomposition; primal methods
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