Stochastic separated continuous conic programming: strong duality and a solution method
type: Item
instance of: scholarly article
title: Stochastic separated continuous conic programming: strong duality and a solution method
zbMATH Open document ID: 1407.90245
DOI: 10.1155/2014/896591
author: Xiaoqing Wang
published in: Mathematical Problems in Engineering
publication date: 2019-02-08T00:00:00Z
review text: Summary: We study a new class of optimization problems called \textit{stochastic separated continuous conic programming} (SSCCP). SSCCP is an extension to the optimization model called \textit{separated continuous conic programming} (SCCP) which has applications in robust optimization and sign-constrained linear-quadratic control. Based on the relationship among SSCCP, its dual, and their discretization counterparts, we develop a strong duality theory for the SSCCP. We also suggest a polynomial-time approximation algorithm that solves the SSCCP to any predefined accuracy.
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C20
Mathematics Subject Classification ID: 49N15
Mathematics Subject Classification ID: 49K27
zbMATH DE Number: 7017536
Wikidata QID: Q59070475
describes a project that uses: SeDuMi
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2014/896591
OpenAlex ID: W2078558925
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description: scientific article; zbMATH DE number 7017536