Logarithmic barrier decomposition-based interior point methods for stochastic symmetric programming
نویسندگان
چکیده
منابع مشابه
Logarithmic barrier decomposition methods
A computational study of some logarithmic barrier decomposition algorithms for semi{innnite programming is presented in this paper. The conceptual algorithm is a straightforward adaptation of the logarithmic barrier cutting plane algorithm which was presented recently by den Hertog et al., to solve semi-innnite programming problems. Usually decomposition (cutting plane methods) use cutting plan...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2014
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2013.07.075