Stochastic second-order cone programming: applications models

DOI10.1016/j.apm.2011.12.053zbMath1252.90055WikidataQ29396015 ScholiaQ29396015MaRDI QIDQ693671

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 programming; second-order cone programming; conic programming; optimization models

Mathematics Subject Classification ID

90C25: Convex programming

90C15: Stochastic programming

Related Items

Quantitative Stability of Two-Stage Linear Second-Order Conic Stochastic Programs with Full Random Recourse, The algebraic structure of the arbitrary-order cone, Decomposition-based interior point methods for stochastic quadratic second-order cone programming, Homogeneous self-dual algorithms for stochastic second-order cone programming, Two-stage stochastic variational inequality arising from stochastic programming, Volumetric barrier decomposition algorithms for stochastic quadratic second-order cone programming, On approximate solutions for robust semi-infinite multi-objective convex symmetric cone optimization, Logarithmic barrier decomposition-based interior point methods for stochastic symmetric programming, 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

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