Polynomial Approximations for Continuous Linear Programs
From MaRDI portal
Publication:2910888
DOI10.1137/110822992zbMath1246.93059OpenAlexW2024034153MaRDI QIDQ2910888
Publication date: 12 September 2012
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/110822992
separated continuous linear programsdual continuous linear programnonseparated continuous linear programssimplex-type algorithmstractable semidefinite program
Semidefinite programming (90C22) Numerical methods involving duality (49M29) Linear programming (90C05) Linear systems in control theory (93C05)
Related Items
Inverse conic linear programs in Banach spaces, A polynomial-time solution scheme for quadratic stochastic programs, Approximations of semicontinuous functions with applications to stochastic optimization and statistical estimation, Global optimization in Hilbert space, Robust continuous linear programs, Existence and Approximation of Continuous Bayesian Nash Equilibria in Games with Continuous Type and Action Spaces, Time-Varying Semidefinite Programs, A simplex-type algorithm for continuous linear programs with constant coefficients, Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation
Uses Software