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Publications by M. Gokhan Ozevin
Decomposition Based Interior Point Methods for Two-Stage Stochastic Convex Quadratic Programs With Recourse
Operations Research
Management Science
Computer Science Applications
Operations Research
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Disjunctive Decomposition for Two-Stage Stochastic Mixed-Binary Programs With Random Recourse
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Dynamic Non-Diagonal Regularization in Interior Point Methods for Linear and Convex Quadratic Programming
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Lipschitz Stability for Stochastic Programs With Complete Recourse
SIAM Journal on Optimization
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Lagrangian Dual Interior-Point Methods for Semidefinite Programs
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A Weighted Full-Newton Step Primal-Dual Interior Point Algorithm for Convex Quadratic Optimization
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Pattern Recognition
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On Some Properties of Quadratic Programs With a Convex Quadratic Constraint
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Smoothing Techniques and Augmented Lagrangian Method for Recourse Problem of Two-Stage Stochastic Linear Programming
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Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs
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Interior Methods for Mathematical Programs With Complementarity Constraints
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