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Interior Point Methods in Stochastic Programming

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  • A. Ruszczynski

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  • A. Ruszczynski, 1993. "Interior Point Methods in Stochastic Programming," Working Papers wp93008, International Institute for Applied Systems Analysis.
    • Handle: RePEc:wop:iasawp:wp93008
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    References listed on IDEAS

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    1. John R. Birge & Liqun Qi, 1988. "Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming," Management Science, INFORMS, vol. 34(12), pages 1472-1479, December.
    2. Irvin J. Lustig & John M. Mulvey & Tamra J. Carpenter, 1991. "Formulating Two-Stage Stochastic Programs for Interior Point Methods," Operations Research, INFORMS, vol. 39(5), pages 757-770, October.
    3. A. Ruszczynski, 1992. "Augmented Lagrangian Decomposition for Sparse Convex Optimization," Working Papers wp92075, International Institute for Applied Systems Analysis.
    4. Birge, John R. & Freund, Robert Michael., 1990. "Prior reduced fill-in in solving equations in interior point algorithms," Working papers 3186-90., Massachusetts Institute of Technology (MIT), Sloan School of Management.
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