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Browsing by Author "Ozevin, M. Gokhan"
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2008-07-05BuchConvergence Analysis of a Weighted Barrier Decomposition Algorithm for Two Stage Stochastic Programming Mehrotra, Sanjay; Ozevin, M. GokhanMehrotra 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 ...
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2004-04-20BuchDecomposition-based interior point methods for two-stage stochastic convex quadratic programs with recourse Mehrotra, Sanjay; Ozevin, M. GokhanZhao [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 ...