Stochastic second-order cone programming: applications models
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Publication:693671
DOI10.1016/J.APM.2011.12.053zbMATH Open1252.90055OpenAlexW2037158890WikidataQ29396015 ScholiaQ29396015MaRDI QIDQ693671FDOQ693671
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
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Cites Work
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Cited In (15)
- 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
- 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
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