A preliminary set of applications leading to stochastic semidefinite programs and chance-constrained semidefinite programs

DOI10.1016/j.apm.2010.11.048zbMath1217.90140MaRDI QIDQ554728

Yuntao Zhu, Ariyawansa, K. A.

Publication date: 21 July 2011

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2010.11.048

zbMATH Keywords

linear programming; stochastic programming; semidefinite programming; optimization models; chance-constraints

Mathematics Subject Classification ID

90C22: Semidefinite programming

90C15: Stochastic programming

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