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

10.1007/s10107-003-0471-x

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Main Author: Zhao, G.
Other Authors: MATHEMATICS
Format: Article
Published: 2014
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Online Access:http://scholarbank.nus.edu.sg/handle/10635/102666
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Institution: National University of Singapore
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spelling 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
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Interior point methods
Lagrangian dual
Multi-stage stochastic nonlinear programming
Polynomial-time complexity
Self-concordant barrier
spellingShingle 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
description 10.1007/s10107-003-0471-x
author2 MATHEMATICS
author_facet MATHEMATICS
Zhao, G.
format Article
author Zhao, G.
author_sort 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
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/102666
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