Volumetric Barrier Cutting Plane Algorithms for Stochastic Linear Semi-Infinite Optimization

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...

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Bibliographic Details
Main Authors: Baha Alzalg, Asma Gafour, Lewa Alzaleq
Format: Article
Language:English
Published: IEEE 2020-01-01
Series:IEEE Access
Subjects:
Semi-infinite programming
stochastic linear programming
interior-point methods
volumetric barrier
cutting plane
Online Access:https://ieeexplore.ieee.org/document/8945193/

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