A STOCHASTIC APPROXIMATION ALGORITHM FOR STOCHASTIC SEMIDEFINITE PROGRAMMING

DOI10.1017/S0269964816000127zbMath1370.90159arXiv1507.01859WikidataQ60142058 ScholiaQ60142058MaRDI QIDQ5358088

Panayotis Mertikopoulos, Bruno Gaujal

Publication date: 19 September 2017

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.01859

Mathematics Subject Classification ID

Communication networks in operations research (90B18) Stochastic programming (90C15) Stochastic network models in operations research (90B15)

Related Items

Primal interior-point decomposition algorithms for two-stage stochastic extended second-order cone programming ⋮ On risk-averse stochastic semidefinite programs with continuous recourse

Uses Software

• mftoolbox

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