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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 ...
      DINI-Zertifikat 2019OpenAIRE validatedORCID Consortium
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