A class of volumetric barrier decomposition algorithms for stochastic quadratic programming
نویسندگان
چکیده
Ariyawansa and Zhu have introduced a class of volumetric barrier decomposition algorithms [5] for solving two-stage stochastic semidefinite programs with recourse (SSDPs) [4]. In this paper we utilize their work for SSDPs to derive a class of volumetric barrier decomposition algorithms for solving two-stage stochastic quadratic programs with recourse and to establish polynomial complexity of certain members of the class of algorithms. AMS Subject Classifications: 90C15, 90C22, 90C20, 90C51
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ورودعنوان ژورنال:
- Applied Mathematics and Computation
دوره 186 شماره
صفحات -
تاریخ انتشار 2007