| Article ID: | iaor2007965 |
| Country: | Netherlands |
| Volume: | 164 |
| Issue: | 1 |
| Start Page Number: | 45 |
| End Page Number: | 69 |
| Publication Date: | May 2005 |
| Journal: | Applied Mathematics and Computation |
| Authors: | Cho Gyeong-Mi |
| Keywords: | programming: quadratic |
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.