Random convex programs

SIAM Journal on Optimization

Volumn 20, Issue 6, 2010, Pages 3427-3464

  Calafiore, Giuseppe Carlo ^a  

^a POLITECNICO DI TORINO   (Italy)

Author keywords

Chance constrained optimization; Randomized methods; Robust convex optimizationc; Scenario optimization

Indexed keywords

BETA DISTRIBUTIONS; CHANCE-CONSTRAINED; CHANCE-CONSTRAINED OPTIMIZATIONS; CONVEX OPTIMIZATION PROBLEMS; CONVEX PROGRAMS; EXPLICIT BOUNDS; FINITE NUMBER; HIGH PROBABILITY; OPTIMAL CONSTRAINT; POSTERIORI; RANDOM CONSTRAINTS; RANDOMIZED METHOD; ROBUST CONVEX OPTIMIZATIONC; SCENARIO OPTIMIZATION; TAIL PROBABILITY; UPPER BOUND; VIOLATION PROBABILITY;

CONSTRAINED OPTIMIZATION; RANDOM VARIABLES;

CONVEX OPTIMIZATION;

EID: 79251470436     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/090773490     Document Type: Article

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