Stochastic semidefinite programming: a new paradigm for stochastic optimization

DOI10.1007/s10288-006-0016-2zbMath1125.90393OpenAlexW2097801156MaRDI QIDQ862822

Yuntao Zhu, Ariyawansa, K. A.

Publication date: 24 January 2007

Published in: 4OR (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10288-006-0016-2

zbMATH Keywords

Linear programmingStochastic programmingSemidefinite programmingRecourse

Mathematics Subject Classification ID

Semidefinite programming (90C22) Stochastic programming (90C15) Interior-point methods (90C51)

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