Semidefinite Programming For Chance Constrained Optimization Over Semialgebraic Sets (Q5501233)

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scientific article; zbMATH DE number 6469046
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Semidefinite Programming For Chance Constrained Optimization Over Semialgebraic Sets
scientific article; zbMATH DE number 6469046

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    Semidefinite Programming For Chance Constrained Optimization Over Semialgebraic Sets (English)
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    3 August 2015
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    semialgebraic set
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    chance constrained
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    SDP relaxation
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    augmented Lagrangian
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    first-order methods
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