Homogeneous Self-dual Algorithms for Stochastic Second-Order Cone Programming
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DOI: 10.1007/s10957-013-0428-z
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- Yu. E. Nesterov & M. J. Todd, 1997. "Self-Scaled Barriers and Interior-Point Methods for Convex Programming," Mathematics of Operations Research, INFORMS, vol. 22(1), pages 1-42, February.
- S. Jin & K. A. Ariyawansa & Y. Zhu, 2012. "Homogeneous Self-dual Algorithms for Stochastic Semidefinite Programming," Journal of Optimization Theory and Applications, Springer, vol. 155(3), pages 1073-1083, December.
- F. Maggioni & F. A. Potra & M. I. Bertocchi & E. Allevi, 2009. "Stochastic Second-Order Cone Programming in Mobile Ad Hoc Networks," Journal of Optimization Theory and Applications, Springer, vol. 143(2), pages 309-328, November.
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Cited by:
- Baha Alzalg & Khaled Badarneh & Ayat Ababneh, 2019. "An Infeasible Interior-Point Algorithm for Stochastic Second-Order Cone Optimization," Journal of Optimization Theory and Applications, Springer, vol. 181(1), pages 324-346, April.
- Baha Alzalg, 2019. "A primal-dual interior-point method based on various selections of displacement step for symmetric optimization," Computational Optimization and Applications, Springer, vol. 72(2), pages 363-390, March.
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Keywords
Second-order cone programming; Homogeneous self-dual algorithms; Computational complexity; Stochastic second-order programming;All these keywords.
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