کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4636604 | 1340724 | 2007 | 11 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
A class of volumetric barrier decomposition algorithms for stochastic quadratic programming
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
Ariyawansa and Zhu have introduced a class of volumetric barrier decomposition algorithms [K.A. Ariyawansa, Y. Zhu. A class of polynomial volumetric barrier decomposition algorithms for stochastic semidefinite programming, Available as Technical Report 2006-7, Department of Mathematics, Washington State University, Pullman, WA, submitted for publication. Available from: ] for solving two-stage stochastic semidefinite programs with recourse (SSDPs) [K.A. Ariyawansa, Y. Zhu, Stochastic semidefinite programming: a new paradigm for stochastic optimization, 4OR-The Quarterly Journal of the Belgian, French and Italian OR Societies, (in press). Available as Technical Report 2004-10, Department of Mathematics, Washington State University, Pullman, WA, October 2004. Available from: ]. 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.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 186, Issue 2, 15 March 2007, Pages 1683-1693
Journal: Applied Mathematics and Computation - Volume 186, Issue 2, 15 March 2007, Pages 1683-1693
نویسندگان
K.A. Ariyawansa, Yuntao Zhu,