A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties.
Jiming PengTao ZhuPublished in: Math. Program. (2015)
Keyphrases
- semidefinite
- convex relaxation
- complementarity problems
- worst case
- semidefinite programming
- interior point methods
- optimization problems
- convex sets
- computational complexity
- higher dimensional
- convex optimization
- upper bound
- objective function
- multistage
- optimization method
- optimization algorithm
- sufficient conditions
- text classification
- least squares
- np hard
- lower bound