A preliminary set of applications leading to stochastic semidefinite programs and chance-constrained semidefinite programs
From MaRDI portal
Publication:554728
DOI10.1016/j.apm.2010.11.048zbMath1217.90140MaRDI QIDQ554728
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
linear programming; stochastic programming; semidefinite programming; optimization models; chance-constraints
Related Items
A STOCHASTIC APPROXIMATION ALGORITHM FOR STOCHASTIC SEMIDEFINITE PROGRAMMING, Homogeneous self-dual algorithms for stochastic second-order cone programming, Stochastic second-order cone programming: applications models, Stochastic second-order cone programming in mobile ad hoc networks, Analyzing the quality of the expected value solution in stochastic programming
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stochastic semidefinite programming: a new paradigm for stochastic optimization
- A recurring theorem about pairs of quadratic forms and extensions: A survey
- The use of discrete moment bounds in probabilistic constrained stochastic programming models
- Location-aided routing (LAR) in mobile ad hoc networks
- Chance-Constrained Programming
- A class of polynomial volumetric barrier decomposition algorithms for stochastic semidefinite programming
- Semidefinite optimization
- Linear Matrix Inequalities in System and Control Theory
- Introduction to Stochastic Programming
- Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
- Semidefinite Programming
- A New Method for Optimal Truss Topology Design
- Computation of Minimum-Volume Covering Ellipsoids
- Decomposition‐Based Interior Point Methods for Two‐Stage Stochastic Semidefinite Programming
- On the Minimum Volume Covering Ellipsoid of Ellipsoids
- Handbook of semidefinite programming. Theory, algorithms, and applications