Convex optimization formulation of density upper bound constraints in Markov chain synthesis.
Nazli DemirBehçet AçikmeseMatthew W. HarrisPublished in: ACC (2014)
Keyphrases
- markov chain
- convex optimization
- upper bound
- convex relaxation
- convex formulation
- semidefinite program
- steady state
- interior point methods
- monte carlo
- lower bound
- transition probabilities
- random walk
- monte carlo method
- state space
- total variation
- stationary distribution
- transition matrix
- alternating direction method of multipliers
- primal dual
- mixed integer
- worst case
- convex optimization problems
- bayesian networks
- image denoising