An Infeasible Interior-Point Algorithm for Stochastic Second-Order Cone Optimization - Alzalg, Baha; Badarneh, Khaled; Ababneh, Ayat (Journal of optimization theory and applications, 2019)
Keywords: Algorithms; Applications of Mathematics; Calculus of Variations and Optimal Control; Optimization; Engineering; Mathematics; Mathematics and Statistics; Operations Research/Decision Theory; Optimization; Theory of Computation; 90C51; 90C30; Euclidean Jordan algebra; 90C25; 90C06; 90C15; Infeasible interior-point algorithms; 90C60; Second-order cone programming; Stochastic programming