title : Log-Barrier method for two-stage quadratic stochastic programming

abstract : In this paper we present a log-barrier method for solving
two-stage quadratic stochastic programs. The mathematical model considered
here can be used to present several real world applications,
including financial and production planning problems. We discuss
fundamental properties associated with the proposed algorithm and
analyze the convergence and complexity of the algorithm.

Gyeong-Mi Cho
gcho@dongseo.ac.kr