A lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming
10.1007/s10107-003-0471-x
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sg-nus-scholar.10635-1026662023-10-29T21:45:16Z A lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming Zhao, G. MATHEMATICS Interior point methods Lagrangian dual Multi-stage stochastic nonlinear programming Polynomial-time complexity Self-concordant barrier 10.1007/s10107-003-0471-x Mathematical Programming 102 1 1-24 2014-10-28T02:28:19Z 2014-10-28T02:28:19Z 2005-01 Article Zhao, G. (2005-01). A lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming. Mathematical Programming 102 (1) : 1-24. ScholarBank@NUS Repository. https://doi.org/10.1007/s10107-003-0471-x 00255610 http://scholarbank.nus.edu.sg/handle/10635/102666 000226314100001 Scopus |
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Interior point methods Lagrangian dual Multi-stage stochastic nonlinear programming Polynomial-time complexity Self-concordant barrier |
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Interior point methods Lagrangian dual Multi-stage stochastic nonlinear programming Polynomial-time complexity Self-concordant barrier Zhao, G. A lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming |
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10.1007/s10107-003-0471-x |
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MATHEMATICS |
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MATHEMATICS Zhao, G. |
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Article |
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Zhao, G. |
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Zhao, G. |
title |
A lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming |
title_short |
A lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming |
title_full |
A lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming |
title_fullStr |
A lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming |
title_full_unstemmed |
A lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming |
title_sort |
lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming |
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2014 |
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http://scholarbank.nus.edu.sg/handle/10635/102666 |
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1781787620714479616 |