A stochastic approximation method for convex programming with many semidefinite constraints

DOI10.1080/10556788.2022.2091563MaRDI QIDQ5882223zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 15 March 2023

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556788.2022.2091563

zbMATH Keywords

convergence analysisconvex programmingerror bound conditionsemidefinite programming with many constraintsstochastic approximation

Mathematics Subject Classification ID

Numerical analysis (65-XX) Mathematical programming (90Cxx)

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Cites work

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Cited in

(6)

• Inexact SA method for constrained stochastic convex SDP and application in Chinese stock market
• Asymptotic analysis for a stochastic semidefinite programming
• Convergence of a weighted barrier algorithm for stochastic convex quadratic semidefinite optimization
• scientific article; zbMATH DE number 6831272 (Why is no real title available?)
• Stochastic semidefinite optimization using sampling methods
• A stochastic approximation algorithm for stochastic semidefinite programming

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