Stochastic Semidefinite Optimization Using Sampling Methods

DOI10.1007/978-3-319-27680-9_6zbMath1367.90073OpenAlexW2346349516MaRDI QIDQ5281605

Abdel Lisser, Chuan Xu, Jianqiang Cheng

Publication date: 26 July 2017

Published in: Operations Research and Enterprise Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-27680-9_6

zbMATH Keywords

stochastic programminglinear matrix inequalitieschance-constrained programmingsample approximationsemidefinite program

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15)

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