Self-concordance and Decomposition-based Interior Point Methods for the Two-stage Stochastic Convex Optimization Problem.
Michael ChenSanjay MehrotraPublished in: SIAM J. Optim. (2011)
Keyphrases
- interior point methods
- convex optimization
- interior point
- linear program
- convex programming
- primal dual
- low rank
- linear programming problems
- total variation
- linear programming
- semidefinite
- convex relaxation
- norm minimization
- integer programming
- convex optimization problems
- convex sets
- quadratic program
- semidefinite program
- computer vision
- semi infinite
- multiscale