On reduced semidefinite programs for second order moment bounds with applications
From MaRDI portal
Publication:507337
DOI10.1007/S10107-016-1019-1zbMATH Open1360.90191DBLPjournals/mp/NatarajanT17OpenAlexW2344697147WikidataQ92715107 ScholiaQ92715107MaRDI QIDQ507337FDOQ507337
Authors: Karthik Natarajan, Chung-Piaw Teo 
Publication date: 3 February 2017
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-016-1019-1
Recommendations
- A Semidefinite Programming Approach to Optimal-Moment Bounds for Convex Classes of Distributions
- Optimal Inequalities in Probability Theory: A Convex Optimization Approach
- Mixed 0-1 Linear Programs Under Objective Uncertainty: A Completely Positive Representation
- Bounds for random binary quadratic programs
- An upper bound for SLP using first and total second moments
Cites Work
- SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
- Solving semidefinite-quadratic-linear programs using SDPT3
- Title not available (Why is that?)
- Title not available (Why is that?)
- Some NP-complete problems in quadratic and nonlinear programming
- Robust optimization
- The Asymptotic Distribution of the Range of Sums of Independent Random Variables
- Distributionally robust joint chance constraints with second-order moment information
- On the copositive representation of binary and continuous nonconvex quadratic programs
- On sharpness of Tchebycheff-type inequalities
- Distributionally robust optimization under moment uncertainty with application to data-driven problems
- Generalized Chebyshev Bounds via Semidefinite Programming
- On the Relation Between Option and Stock Prices: A Convex Optimization Approach
- Optimal Inequalities in Probability Theory: A Convex Optimization Approach
- Geometry of cuts and metrics
- The Boolean quadratic polytope: Some characteristics, facets and relatives
- Trace inequalities and quantum entropy: an introductory course
- On the computational complexity of membership problems for the completely positive cone and its dual
- Extremal problems on the set of nonnegative definite matrices
- Robust Mean-Covariance Solutions for Stochastic Optimization
- Multivariate Chebyshev Inequalities
- Bounds on measures satisfying moment conditions.
- Distributionally robust mixed integer linear programs: persistency models with applications
- Mixed 0-1 Linear Programs Under Objective Uncertainty: A Completely Positive Representation
- Models for minimax stochastic linear optimization problems with risk aversion
- Choice Prediction With Semidefinite Optimization When Utilities are Correlated
- Conditions for Positive and Nonnegative Definiteness in Terms of Pseudoinverses
- LIMITS OF THE RATIO OF MEAN RANGE TO STANDARD DEVIATION
- The Maxima of the Mean Largest Value and of the Range
- Universal Bounds for Mean Range and Extreme Observation
- Title not available (Why is that?)
- Distributionally robust multi-item newsvendor problems with multimodal demand distributions
- Completely positive matrices and positivity of least squares solutions
- Some probabilistic models of best, worst, and best --- worst choices
- A Multivariate Tchebycheff Inequality
- Bounds on expectations of linear systematic statistics based on dependent samples
- Some finite sample results for the selection differential
- Modeling ordered choices. A primer
- Upper (lower) bounds on the mean of the maximum (minimum) of a number of random variables
- Bounds for the expectation of linear combinations of order statistics with application to pert networks
- A Convex Optimization Approach for Computing Correlated Choice Probabilities With Many Alternatives
- Relations between best, worst, and best-worst choices for random utility models
- A One-Sided Inequality of the Chebyshev Type
- ON THE RANGE OF PARTIAL SUMS OF A FINITE NUMBER OF INDEPENDENT NORMAL VARIATES
- Expectation bounds on linear estimators from dependent samples
Cited In (16)
- A Semidefinite Programming Approach to Optimal-Moment Bounds for Convex Classes of Distributions
- Exploiting partial correlations in distributionally robust optimization
- Sparse conic reformulation of structured QCQPs based on copositive optimization with applications in stochastic optimization
- Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls
- Disruption Risk Mitigation in Supply Chains: The Risk Exposure Index Revisited
- Distributionally robust optimization with principal component analysis
- Building a completely positive factorization
- A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming
- Computing best bounds for nonlinear risk measures with partial information
- Distributionally robust optimization using optimal transport for Gaussian mixture models
- Bounds on linear PDEs via semidefinite optimization
- Tractable reformulations of two-stage distributionally robust linear programs over the type-\(\infty\) Wasserstein ball
- Robust Quadratic Programming with Mixed-Integer Uncertainty
- Distributionally robust optimization. A review on theory and applications
- Optimization under uncertainty and risk: quadratic and copositive approaches
- Frameworks and results in distributionally robust optimization
Uses Software
This page was built for publication: On reduced semidefinite programs for second order moment bounds with applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q507337)
