Asymptotic analysis for a stochastic semidefinite programming

DOI10.1016/J.ORL.2020.12.008MaRDI QIDQ2661609zbMATH OpenOpenAlexFDO

Authors Jie Zhang, Shuang Lin, Yi Zhang

Publication date 7 April 2021

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2020.12.008

zbMATH Keywords

asymptotic analysisconvergence in distributionsample average approximation (SAA)stochastic semidefinite programming

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

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Cites work

• Asymptotic analysis of stochastic programs
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• Asymptotic properties of statistical estimators in stochastic programming
• Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming
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• Distributionally Robust Convex Optimization
• Distributionally robust optimization under moment uncertainty with application to data-driven problems
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• scientific article; zbMATH DE number 1502618 (Why is no real title available?)
• Lectures on Stochastic Programming
• Mathematical programs with semidefinite cone complementarity constraints: constraint qualifications and optimality conditions
• Quantitative stability analysis of stochastic quasi-variational inequality problems and applications
• Sample average approximation methods for a class of stochastic variational inequality problems
• Sensitivity analysis for nonsmooth generalized equations
• Sensitivity analysis of generalized equations
• Statistical Inference of Second-Order Cone Programming
• Statistical inference of semidefinite programming
• Strongly Regular Generalized Equations
• Symmetric confidence regions and confidence intervals for normal map formulations of stochastic variational inequalities
• The Strong Second-Order Sufficient Condition and Constraint Nondegeneracy in Nonlinear Semidefinite Programming and Their Implications

Cited in

(2)

• Asymptotics of minimax stochastic programs
• scientific article; zbMATH DE number 7266886 (Why is no real title available?)

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