Volumetric Barrier Cutting Plane Algorithms for Stochastic Linear Semi-Infinite Optimization
In this paper, we study the two-stage stochastic linear semi-infinite programming with recourse to handle uncertainty in data defining (deterministic) linear semi-infinite programming. We develop and analyze volumetric barrier cutting plane interior point methods for solving this class of optimizati...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2020-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/8945193/ |