A Sampling Method to Chance-constrained Semidefinite Optimization.
Chuan XuJianqiang ChengAbdel LisserPublished in: ICORES (2015)
Keyphrases
- semidefinite
- chance constrained
- stochastic programming
- robust optimization
- semidefinite programming
- chance constraints
- convex relaxation
- multistage
- interior point methods
- higher dimensional
- convex sets
- knapsack problem
- sufficient conditions
- reverse logistics
- linear program
- linear programming
- quadratic programming
- mathematical programming
- third party