A class of polynomial volumetric barrier decomposition algorithms for stochastic semidefinite programming
Autor: | Yuntao Zhu, K. A. Ariyawansa |
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Rok vydání: | 2010 |
Předmět: |
Semidefinite embedding
Semidefinite programming Computational Mathematics Polynomial Quadratically constrained quadratic program Class (set theory) Mathematical optimization Algebra and Number Theory Applied Mathematics Decomposition (computer science) Second-order cone programming Stochastic linear programming Mathematics |
Zdroj: | Mathematics of Computation. 80:1639-1661 |
ISSN: | 1088-6842 0025-5718 |
DOI: | 10.1090/s0025-5718-2010-02449-4 |
Databáze: | OpenAIRE |
Externí odkaz: |