In SDP Relaxations, Inaccurate Solvers Do Robust Optimization.
Jean-Bernard LasserreVictor MagronPublished in: SIAM J. Optim. (2019)
Keyphrases
- robust optimization
- semidefinite programming
- semidefinite
- linear programming
- chance constrained
- stochastic programming
- semi definite programming
- kernel matrix
- primal dual
- mathematical programming
- maximum margin
- lower bound
- convex relaxation
- linear program
- integer programming
- risk measures
- low rank
- genetic algorithm
- convex optimization
- graphical models
- objective function
- artificial intelligence