A preliminary set of applications leading to stochastic semidefinite programs and chance-constrained semidefinite programs

DOI10.1016/J.APM.2010.11.048zbMATH Open1217.90140OpenAlexW2008206749MaRDI QIDQ554728FDOQ554728

Authors: Yuntao Zhu, K. A. Ariyawansa 

Publication date: 21 July 2011

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2010.11.048

Recommendations

• Stochastic semidefinite programming: a new paradigm for stochastic optimization
• Stochastic semidefinite optimization using sampling methods
• On risk-averse stochastic semidefinite programs with continuous recourse
• Stochastic second-order cone programming: applications models
• Homogeneous self-dual algorithms for stochastic semidefinite programming

zbMATH Keywords

linear programmingsemidefinite programmingstochastic programmingoptimization modelschance-constraints

Mathematics Subject Classification ID

Semidefinite programming (90C22) Stochastic programming (90C15)

Cites Work

• Linear Matrix Inequalities in System and Control Theory
• Semidefinite Programming
• Chance-constrained programming
• Computation of Minimum-Volume Covering Ellipsoids
• Semidefinite optimization
• Title not available (Why is that?)
• Introduction to Stochastic Programming
• Handbook of semidefinite programming. Theory, algorithms, and applications
• The use of discrete moment bounds in probabilistic constrained stochastic programming models
• Title not available (Why is that?)
• On the Minimum Volume Covering Ellipsoid of Ellipsoids
• Stochastic semidefinite programming: a new paradigm for stochastic optimization
• Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
• Decomposition‐Based Interior Point Methods for Two‐Stage Stochastic Semidefinite Programming
• A recurring theorem about pairs of quadratic forms and extensions: A survey
• Title not available (Why is that?)
• A New Method for Optimal Truss Topology Design
• Title not available (Why is that?)
• Location-aided routing (LAR) in mobile ad hoc networks
• A class of polynomial volumetric barrier decomposition algorithms for stochastic semidefinite programming
• Title not available (Why is that?)

Cited In (10)

• Stochastic semidefinite optimization using sampling methods
• Stochastic semidefinite programming: a new paradigm for stochastic optimization
• Stochastic second-order cone programming: applications models
• Stochastic second-order cone programming in mobile ad hoc networks
• Homogeneous self-dual algorithms for stochastic second-order cone programming
• A stochastic approximation algorithm for stochastic semidefinite programming
• On risk-averse stochastic semidefinite programs with continuous recourse
• Analyzing the quality of the expected value solution in stochastic programming
• Convergence of a weighted barrier algorithm for stochastic convex quadratic semidefinite optimization
• Inexact SA method for constrained stochastic convex SDP and application in Chinese stock market

This page was built for publication: A preliminary set of applications leading to stochastic semidefinite programs and chance-constrained semidefinite programs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q554728)