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Near-optimal solutions of convex semi-infinite programs via targeted sampling.
Souvik Das
Ashwin Aravind
Ashish Cherukuri
Debasish Chatterjee
Published in:
Ann. Oper. Res. (2022)
Keyphrases
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semi infinite
linear program
semidefinite
optimal solution
linear programming
finite dimensional
optimality conditions
quadratic program
dynamic programming
maximum likelihood
convex optimization
high level
linear combination
primal dual
semidefinite programming