Volumetric barrier decomposition algorithms for stochastic quadratic second-order cone programming.

Published in: Appl. Math. Comput. (2015)

Keyphrases

computational complexity
computational cost
computationally efficient
computational efficiency
data structure
dynamic programming
theoretical analysis
decomposition algorithm
learning algorithm
three dimensional
multiscale
worst case
monte carlo
recently developed
convergence rate
stochastic approximation