Bounds on linear PDEs via semidefinite optimization
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Publication:2494516
DOI10.1007/S10107-006-0702-ZzbMATH Open1099.90063OpenAlexW2087735216MaRDI QIDQ2494516FDOQ2494516
Constantine Caramanis, Dimitris Bertsimas
Publication date: 28 June 2006
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1721.1/3995
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Cited In (12)
- Linear vs. semidefinite extended formulations
- Worst case error bounds for the solution of uncertain Poisson equations with mixed boundary conditions
- Explicit hard bounding functions for boundary value problems for elliptic partial differential equations
- Application of direct extended modified algebraic method of Bogoyavlenskii equation on lower and upper bounds in managing and optimizing queues
- Certified error bounds for uncertain elliptic equations
- Approximate dynamic programming via iterated Bellman inequalities
- Solution Bounds for Elliptic Partial Differential Equations via Feynman-Kac Representation
- Tighter bounds on transient moments of stochastic chemical systems
- Robust two-stage combinatorial optimization problems under discrete demand uncertainties and consistent selection constraints
- Safety verification for distributed parameter systems using barrier functionals
- Semidefinite Optimization Estimating Bounds on Linear Functionals Defined on Solutions of Linear ODEs
- Semidefinite optimization providing guaranteed bounds on linear functionals of solutions of linear integral equations with smooth kernels
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