A lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming

10.1007/s10107-003-0471-x

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Bibliographic Details
Main Author:	Zhao, G.
Other Authors:	MATHEMATICS
Format:	Article
Published:	2014
Subjects:	Interior point methods Lagrangian dual Multi-stage stochastic nonlinear programming Polynomial-time complexity Self-concordant barrier
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/102666
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Institution:	National University of Singapore

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Summary:	10.1007/s10107-003-0471-x

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