Asymptotic behaviors of semidefinite programming with a covariance perturbation

DOI10.1007/S11590-018-1346-7MaRDI QIDQ2329680zbMATH OpenOpenAlexWikidataFDO

Authors Ming Jie Gao, Ka Fai Cedric Yiu

Publication date 18 October 2019

Published in Optimization Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11590-018-1346-7

zbMATH Keywords

asymptoticsemidefinite programmingmoderate deviationsperturbationlaw of the iterated logarithmminimum trace factor analysis

Mathematics Subject Classification ID

Semidefinite programming (90C22) Sensitivity, stability, parametric optimization (90C31)

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• Weighted minimum trace factor analysis

Cited in

(2)

• Moderate Deviations and Invariance Principles for Sample Average Approximations
• Statistical inference of semidefinite programming with multiple parameters

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