| | |
Summary: ¢¡¤£¤¥§¦©¨¡¤¨ !¥"¨$#%¡¤&¥"¨')(10
2 35476 8 9§4A@ B C 3ED5F GIH PRQSQUTWVYX
` acbedgfhf i§p qrisbutwv xy d$x xiv igfy$i
` bdeiygfev fRphi ijykilfmdgfny$ optdrq¤dsy tpis¤dv v gu
vxwzy{wy}|~k %nI%S§Rlh
yj¤¤
¢¡ ¡£¥¤¦§©¨1ª¤u«©u£¬®%¤°¯±k°²1³±®´±¤u%±µ¶d±·u¸¹©d´uµº¯±»u¯¼ ±¤z½¯uµ¾©¤°£¥¿µÁÀ©·ÂÄà ÅÅ% ¯Æ·Ç¸ÈsÉuÉeÊ©Ë°ÌuÍÏÎeÊuʱÎ
Ðǵ¶d¤ ¨ÑuÒuÉ°ÍÏÎÎuÑ°ÍÏÎÉuÓuˤÔÕ°©Ö¨ÑuÒÉ¢Í×ÎuÎuÑ°ÍÊÊ©ØØÔÙÚ%uµºº¨µº¯±²Û Ük%±®´ÆÝÞkdÃÆݤ©¡eÃÔ½àßá¨Ú´©×®«Æ¨ââ±ÞkÞ$Þãݧ¶©µäÝÞàdÃÆݤ±¡Ãuâ ã±®´
A Class of Volumetric Barrier Decomposition
Algorithms for Stochastic Quadratic Programming
K. A. Ariyawansa
and Yuntao Zhu
Abstract
Ariyawansa and Zhu have introduced a class of volumetric barrier decomposition algorithms
[5] for solving two-stage stochastic semidefinite programs with recourse (SSDPs) [4]. In this
paper we utilize their work for SSDPs to derive a class of volumetric barrier decomposition
algorithms for solving two-stage stochastic quadratic programs with recourse and to establish
polynomial complexity of certain members of the class of algorithms.
AMS Subject Classifications: 90C15, 90C22, 90C20, 90C51
Keywords: Quadratic Programming, Stochastic Programming, Volumetric Barrier,
|
