A preliminary set of applications leading to stochastic semidefinite programs and chance-constrained semidefinite programs

DOI10.1016/j.apm.2010.11.048zbMath1217.90140OpenAlexW2008206749MaRDI QIDQ554728

Yuntao Zhu, Ariyawansa, K. A.

Publication date: 21 July 2011

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2010.11.048

zbMATH Keywords

linear programmingstochastic programmingsemidefinite programmingoptimization modelschance-constraints

Mathematics Subject Classification ID

Semidefinite programming (90C22) Stochastic programming (90C15)

Related Items (7)

Analyzing the quality of the expected value solution in stochastic programming ⋮ A STOCHASTIC APPROXIMATION ALGORITHM FOR STOCHASTIC SEMIDEFINITE PROGRAMMING ⋮ Convergence of a weighted barrier algorithm for stochastic convex quadratic semidefinite optimization ⋮ Homogeneous self-dual algorithms for stochastic second-order cone programming ⋮ Stochastic second-order cone programming: applications models ⋮ On risk-averse stochastic semidefinite programs with continuous recourse ⋮ Stochastic second-order cone programming in mobile ad hoc networks

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