Semidefinite Programming For Chance Constrained Optimization Over Semialgebraic Sets
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Publication:5501233
DOI10.1137/140958736zbMath1317.90237arXiv1402.6382OpenAlexW1510793184MaRDI QIDQ5501233
Constantino M. Lagoa, Necdet Serhat Aybat, Ashkan M. Jasour
Publication date: 3 August 2015
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1402.6382
Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Numerical methods involving duality (49M29) Sums of squares and representations by other particular quadratic forms (11E25) Semialgebraic sets and related spaces (14P10)
Related Items (11)
Probabilistic criterion-based optimal retention of trajectories of a discrete-time stochastic system in a given tube: bilateral estimation of the Bellman function ⋮ Bilateral estimation of the Bellman function in the problems of optimal stochastic control of discrete systems by the probabilistic performance criterion ⋮ Design of optimal strategies in the problems of discrete system control by the probabilistic criterion ⋮ A conflict-directed approach to chance-constrained mixed logical linear programming ⋮ Optimal retention of the trajectories of a discrete-time stochastic system in a tube: one problem statement ⋮ Distributionally robust polynomial chance-constraints under mixture ambiguity sets ⋮ A fully distributed traffic allocation algorithm for nonconcave utility maximization in connectionless communication networks ⋮ On optimal retention of the trajectory of discrete stochastic system in tube ⋮ Refined estimation of the Bellman function for stochastic optimal control problems with probabilistic performance criterion ⋮ Chance-constrained sets approximation: a probabilistic scaling approach ⋮ A distributionally robust perspective on uncertainty quantification and chance constrained programming
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