Asymptotic behaviors of semidefinite programming with a covariance perturbation

DOI10.1007/s11590-018-1346-7zbMath1430.90458OpenAlexW2898541176WikidataQ129080271 ScholiaQ129080271MaRDI QIDQ2329680

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

perturbationsemidefinite programminglaw of the iterated logarithmasymptoticmoderate deviationsminimum trace factor analysis

Mathematics Subject Classification ID

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

Related Items (1)

Moderate Deviations and Invariance Principles for Sample Average Approximations

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