Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9506763 | Applied Mathematics and Computation | 2005 | 25 Pages |
Abstract
In this paper we present a log-barrier method for solving two-stage quadratic stochastic programs. The mathematical model considered here can be used to present several real world applications, including financial and production planning problems. We discuss fundamental properties associated with the proposed algorithm and analyze the convergence and complexity of the algorithm.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Gyeong-Mi Cho,