Decomposition Based Interior Point Methods for Two-Stage Stochastic Convex Quadratic Programs with Recourse.
Sanjay MehrotraM. Gökhan ÖzevinPublished in: Oper. Res. (2009)
Keyphrases
- quadratic program
- linear program
- interior point methods
- linear programming
- convex programming
- convex optimization
- primal dual
- interior point
- mixed integer
- optimal solution
- semidefinite
- quadratic programming
- dynamic programming
- np hard
- integer programming
- semidefinite programming
- decomposition method
- decomposition algorithm
- objective function
- convex functions
- special case
- pattern classification