Asymptotic behaviors of semidefinite programming with a covariance perturbation

DOI10.1007/S11590-018-1346-7zbMATH Open1430.90458OpenAlexW2898541176WikidataQ129080271 ScholiaQ129080271MaRDI QIDQ2329680FDOQ2329680

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

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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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Cited In (2)

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

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