Stochastic semidefinite programming: a new paradigm for stochastic optimization
From MaRDI portal
(Redirected from Publication:862822)
Recommendations
- A preliminary set of applications leading to stochastic semidefinite programs and chance-constrained semidefinite programs
- Stochastic semidefinite optimization using sampling methods
- Homogeneous self-dual algorithms for stochastic semidefinite programming
- Robust Solutions to Uncertain Semidefinite Programs
- On risk-averse stochastic semidefinite programs with continuous recourse
Cites work
- scientific article; zbMATH DE number 3761788 (Why is no real title available?)
- scientific article; zbMATH DE number 193918 (Why is no real title available?)
- scientific article; zbMATH DE number 663895 (Why is no real title available?)
- scientific article; zbMATH DE number 729680 (Why is no real title available?)
- Computation of Minimum-Volume Covering Ellipsoids
- Handbook of semidefinite programming. Theory, algorithms, and applications
- Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
- Introduction to Stochastic Programming
- Probabilistic Combinatorial Optimization: Moments, Semidefinite Programming, and Asymptotic Bounds
- Programming Under Uncertainty: The Equivalent Convex Program
- Programming Under Uncertainty: The Solution Set
- Robust discrete optimization and network flows
- Semidefinite Programming
- Semidefinite optimization
- State-of-the-Art-Survey—Stochastic Programming: Computation and Applications
- Stochastic Linear-Quadratic Control via Primal-Dual Semidefinite Programming
- Stochastic Programs with Recourse
- Stochastic Programs with Recourse II: On the Continuity of the Objective
Cited in
(20)- Homogeneous self-dual algorithms for stochastic second-order cone programming
- Quantitative stability of two-stage distributionally robust risk optimization problem with full random linear semi-definite recourse
- Location-aided routing with uncertainty in mobile ad hoc networks: a stochastic semidefinite programming approach
- Stochastic semidefinite optimization using sampling methods
- Regularized sample average approximation for high-dimensional stochastic optimization under low-rankness
- A stochastic semidefinite programming approach for bounds on option pricing under regime switching
- SPAR: Stochastic Programming with Adversarial Recourse
- Stochastic second-order cone programming in mobile ad hoc networks
- On risk-averse stochastic semidefinite programs with continuous recourse
- A Stochastic Smoothing Algorithm for Semidefinite Programming
- Logarithmic barrier decomposition-based interior point methods for stochastic symmetric programming
- Stochastic programming problems involving Pareto distribution
- Inexact SA method for constrained stochastic convex SDP and application in Chinese stock market
- A stochastic approximation method for convex programming with many semidefinite constraints
- Homogeneous self-dual algorithms for stochastic semidefinite programming
- A preliminary set of applications leading to stochastic semidefinite programs and chance-constrained semidefinite programs
- A class of polynomial volumetric barrier decomposition algorithms for stochastic semidefinite programming
- Solution approaches for the stochastic capacitated traveling salesmen location problem with recourse
- scientific article; zbMATH DE number 6831272 (Why is no real title available?)
- SI-ADMM: A Stochastic Inexact ADMM Framework for Stochastic Convex Programs
This page was built for publication: Stochastic semidefinite programming: a new paradigm for stochastic optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q862822)
