Browsing by Author "a1bf04a0f2bdd92447cdd5401002efc8"

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2008-07-05Buch

Convergence Analysis of a Weighted Barrier Decomposition Algorithm for Two Stage Stochastic Programming

Mehrotra, Sanjay; Ozevin, M. Gokhan

Mehrotra and Ozevin [7] computationally found that a weighted primal barrier decomposition algorithm signiﬁcantly outperforms the barrier decomposition proposed and analyzed in [11; 6; 8]. Thispaper provides a theoretical ...
2004-04-20Buch

Decomposition-based interior point methods for two-stage stochastic convex quadratic programs with recourse

Mehrotra, Sanjay; Ozevin, M. Gokhan

Zhao [28] recently showed that the log barrier associated with the recourse function of two-stage stochastic linear programs behaves as a strongly self-concordant barrier and forms a self concordant family on the first ...