A new interior-point approach for large separable convex quadratic two-stage stochastic problems.
Jordi CastroPaula de la Lama-ZubiránPublished in: Optim. Methods Softw. (2022)
Keyphrases
- interior point
- convex quadratic
- linear program
- linear programming
- semidefinite programming
- optimization problems
- semidefinite
- interior point methods
- primal dual
- inequality constraints
- linear systems
- solving problems
- computational complexity
- convex optimization
- linear programming problems
- sufficient conditions
- special case
- high dimensional