Convergence of a Weighted Barrier Algorithm for Stochastic Convex Quadratic Semidefinite Optimization

Author:

Alzalg BahaORCID,Gafour Asma

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Reference31 articles.

1. Alzalg, B.: Decomposition-based interior point methods for stochastic quadratic second-order cone programming. Appl. Math. Comput. 249, 1–18 (2014)

2. Alzalg, B.: Volumetric barrier decomposition algorithms for stochastic quadratic second-order cone programming. Appl. Math. Comput. 265, 494–508 (2015)

3. Alzalg, B.: Primal interior-point decomposition algorithms for two-stage stochastic extended second-order cone programming. Optimization 67, 2291–2323 (2018)

4. Alzalg, B.: Combinatorial and Algorithmic Mathematics: From Foundation to Optimization, 1st edn. Kindle Direct Publishing. Seatle, WA (2022)

5. Alzalg, B., Ariyawansa, K.A.: Logarithmic barrier decomposition-based interior point methods for stochastic symmetric programming. J. Math. Anal. Appl. 409, 973–995 (2014)

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