A class of volumetric barrier decomposition algorithms for stochastic quadratic programming

DOI10.1016/j.amc.2006.08.171zbMath1117.65084MaRDI QIDQ884639

Yuntao Zhu, Ariyawansa, K. A.

Publication date: 6 June 2007

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2006.08.171

zbMATH Keywords

algorithms; convergence; stochastic programming; quadratic programming; decomposition; polynomial complexity; self-concordance; volumetric barrier

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C20: Quadratic programming

90C15: Stochastic programming

65Y20: Complexity and performance of numerical algorithms

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