An Infeasible Interior-Point Algorithm for Stochastic Second-Order Cone Optimization
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DOI: 10.1007/s10957-018-1445-8
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References listed on IDEAS
- F. A. Potra & R. Sheng, 1998. "Superlinearly Convergent Infeasible-Interior-Point Algorithm for Degenerate LCP," Journal of Optimization Theory and Applications, Springer, vol. 97(2), pages 249-269, May.
- Alzalg, Baha, 2015. "Volumetric barrier decomposition algorithms for stochastic quadratic second-order cone programming," Applied Mathematics and Computation, Elsevier, vol. 265(C), pages 494-508.
- Baha Alzalg, 2014. "Homogeneous Self-dual Algorithms for Stochastic Second-Order Cone Programming," Journal of Optimization Theory and Applications, Springer, vol. 163(1), pages 148-164, October.
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Keywords
Second-order cone programming; Stochastic programming; Infeasible interior-point algorithms; Euclidean Jordan algebra;All these keywords.
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