Decomposition-based interior point methods for two-stage stochastic semidefinite programming

SIAM Journal on Optimization

Volumn 18, Issue 1, 2007, Pages 206-222

  Mehrotra, Sanjay ^a   Özevin, M Gökhan ^b  

^a Northwestern University   (United States)

^b ZS Associates   (United States)

Author keywords

Benders decomposition; Interior point methods; Primal methods; Semidefinite programming; Stochastic programming

Indexed keywords

BENDERS DECOMPOSITION; INTERIOR POINT METHODS; PRIMAL METHODS; SEMIDEFINITE PROGRAMMING;

LINEAR PROGRAMMING; NEWTON-RAPHSON METHOD; PARAMETER ESTIMATION; PROBLEM SOLVING;

STOCHASTIC PROGRAMMING;

EID: 39449097004     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/050622067     Document Type: Article

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