Stochastic second-order cone programming: applications models

DOI10.1016/J.APM.2011.12.053MaRDI QIDQ693671zbMATH OpenOpenAlexWikidataFDO

Authors Baha M. Alzalg

Publication date 7 December 2012

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apm.2011.12.053

zbMATH Keywords

stochastic programmingsecond-order cone programmingconic programmingoptimization models

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15)

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Cites work

• scientific article; zbMATH DE number 3878686 (Why is no real title available?)
• scientific article; zbMATH DE number 3761788 (Why is no real title available?)
• A New Method for Optimal Truss Topology Design
• A log-barrier method with Benders decomposition for solving two-stage stochastic linear programs
• A preliminary set of applications leading to stochastic semidefinite programs and chance-constrained semidefinite programs
• Applications of second-order cone programming
• Computation of Minimum-Volume Covering Ellipsoids
• Decomposition-based interior point methods for stochastic quadratic second-order cone programming
• Decomposition‐Based Interior Point Methods for Two‐Stage Stochastic Semidefinite Programming
• Homogeneous self-dual algorithms for stochastic second-order cone programming
• On the Implementation of Interior Point Decomposition Algorithms for Two-Stage Stochastic Conic Programs
• Second-order cone programming
• Semidefinite Programming
• Semidefinite optimization
• State-of-the-Art-Survey—Stochastic Programming: Computation and Applications
• Stochastic second-order cone programming in mobile ad hoc networks

Cited in

(18)

• An infeasible interior-point algorithm for stochastic second-order cone optimization
• Asymptotic Analysis for a Stochastic Second-Order Cone Programming and Applications
• The algebraic structure of the arbitrary-order cone
• Decomposition-based interior point methods for stochastic quadratic second-order cone programming
• Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications
• A primal-dual interior-point method based on various selections of displacement step for symmetric optimization
• An equivalent form of two-stage stochastic second-order cone programming problem with recourse
• A class of stochastic second-order-cone complementarity problems
• Homogeneous self-dual algorithms for stochastic second-order cone programming
• A preliminary set of applications leading to stochastic semidefinite programs and chance-constrained semidefinite programs
• Quantitative Stability of Two-Stage Linear Second-Order Conic Stochastic Programs with Full Random Recourse
• Volumetric barrier decomposition algorithms for stochastic quadratic second-order cone programming
• Two-stage stochastic variational inequality arising from stochastic programming
• Logarithmic barrier decomposition-based interior point methods for stochastic symmetric programming
• Statistical Inference of Second-Order Cone Programming
• The nonconvex second-order cone: algebraic structure toward optimization
• On approximate solutions for robust semi-infinite multi-objective convex symmetric cone optimization
• Stochastic separated continuous conic programming: strong duality and a solution method

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