On the implementation of interior point decomposition algorithms for two-stage stochastic conic programs

SIAM Journal on Optimization

Volumn 19, Issue 4, 2008, Pages 1846-1880

  Mehrotra, Sanjay ^a   Özevin, M Gökhan ^a  

^a ZS Associates   (United States)

Author keywords

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

Indexed keywords

BENDERS DECOMPOSITION; CONIC PROGRAMMING; INTERIOR POINT METHODS; PRIMAL-DUAL METHODS; SEMI-DEFINITE PROGRAMMING;

ALGORITHMS; COMPUTER SOFTWARE SELECTION AND EVALUATION; HEURISTIC ALGORITHMS; HEURISTIC METHODS; LARGE SCALE SYSTEMS; OPERATIONS RESEARCH; STOCHASTIC MODELS; STOCHASTIC PROGRAMMING; STOCHASTIC SYSTEMS;

COMPUTATIONAL EFFICIENCY;

EID: 69949087331     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/050643805     Document Type: Article

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