Moment inequalities for sums of random matrices and their applications in optimization
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Publication:647387
DOI10.1007/s10107-009-0330-5zbMath1231.60007OpenAlexW2131939929MaRDI QIDQ647387
Publication date: 23 November 2011
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-009-0330-5
Analysis of algorithms (68W40) Random matrices (probabilistic aspects) (60B20) Quadratic programming (90C20) Stochastic programming (90C15) Large deviations (60F10) Approximation algorithms (68W25) Randomized algorithms (68W20)
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