Home

About

Advanced Search

Browse by Discipline

Scientific Societies

E-print Alerts

Add E-prints

E-print Network
FAQHELPSITE MAPCONTACT US


  Advanced Search  

 
!"$#%&"')(10 2 35476 8 94A@ B C 3ED5F GIH PRQSQUTWVYX
 

Summary:  !"$#%&"')(10
2 35476 8 94A@ B C 3ED5F GIH PRQSQUTWVYX
` acbedgfhf ip qrisbutwv xy d$x xiv igfy$i
` bdeiygfev fRphi ijykilfmdgfny$ optdrqdsy tpisdv v gu
vxwzy{wy}|~k %nI%SRlh
yj
1uu%k1u%duduu zu % ƷǸsueʩ˰ueuʱ
ǵd uuɰuѰuuˤհ֨uɢuuѰʩ%u k%kdݤeԽڴ׮ƨk$ݧdݤu 㱮
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,

  

Source: Ariyawansa, Ari - Department of Mathematics, Washington State University

 

Collections: Mathematics