Robust least square semidefinite programming with applications
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Cites work
- scientific article; zbMATH DE number 3850830 (Why is no real title available?)
- scientific article; zbMATH DE number 3772867 (Why is no real title available?)
- scientific article; zbMATH DE number 3574917 (Why is no real title available?)
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Cited in
(10)- A robust algorithm for semidefinite programming
- Robust semidefinite programming problems with general nonlinear parameter dependence: approaches using the DC-representations
- A successive SDP-NSDP approach to a robust optimization problem in finance
- Matrix completion under interval uncertainty
- Penalty methods for a class of non-Lipschitz optimization problems
- A study on robust infeasibility of semidefinite programming
- Robust saddle-point criteria for multi-dimensional control optimisation problems with data uncertainty
- A robust method based on LOVO functions for solving least squares problems
- Applications of gauge duality in robust principal component analysis and semidefinite programming
- On approximate solutions and saddle point theorems for robust convex optimization
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