Log-barrier method for two-stage quadratic stochastic programming

Applied Mathematics and Computation

Volumn 164, Issue 1, 2005, Pages 45-69

  Cho, Gyeong Mi ^a  

^a Dongseo University   (South Korea)

Author keywords

Complexity; Log barrier method; Polynomial algorithm; Two stage stochastic programming

Indexed keywords

ALGORITHMS; COMPUTATIONAL COMPLEXITY; CONVERGENCE OF NUMERICAL METHODS; MATHEMATICAL MODELS; PLANNING; POLYNOMIALS; PROBLEM SOLVING;

COMPLEXITY; LOG-BARRIER METHOD; RECOURSE MATRIX; TWO-STAGE STOCHASTIC PROGRAMMING;

STOCHASTIC PROGRAMMING;

EID: 14844345345     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2004.04.095     Document Type: Article

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