Semidefinite Programming For Chance Constrained Optimization Over Semialgebraic Sets.
Ashkan M. JasourNecdet S. AybatConstantino M. LagoaPublished in: SIAM J. Optim. (2015)
Keyphrases
- semidefinite programming
- robust optimization
- chance constrained
- stochastic programming
- chance constraints
- linear programming
- linear matrix inequality
- kernel matrix
- primal dual
- maximum margin
- linear program
- mathematical programming
- multistage
- maximum likelihood
- evolutionary algorithm
- learning algorithm
- approximation algorithms
- convex optimization
- kernel methods