Moment inequalities for sums of random matrices and their applications in optimization

Mathematical Programming

Volumn 130, Issue 1, 2011, Pages 125-151

  So, Anthony Man Cho ^a  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Approximation algorithms; Non commutative Khintchine's inequality; Semidefinite programming; Stochastic programming

Indexed keywords

BOUNDED SUPPORT; CHANCE-CONSTRAINED; DATA-DRIVEN; LOGARITHMIC APPROXIMATION; MOMENT INEQUALITY; NON-COMMUTATIVE; OPTIMIZATION PROBLEMS; ORTHOGONALITY CONSTRAINTS; PERFORMANCE GUARANTEES; PROBABILITY THEORY; QUADRATIC OPTIMIZATION PROBLEMS; RANDOM MATRICES; SEMI-DEFINITE PROGRAMMING;

APPROXIMATION ALGORITHMS; FUNCTIONAL ANALYSIS; LINEAR MATRIX INEQUALITIES; METHOD OF MOMENTS; OPTIMIZATION; POLYNOMIAL APPROXIMATION; STOCHASTIC PROGRAMMING; STOCHASTIC SYSTEMS;

PROBABILITY DISTRIBUTIONS;

EID: 81255179658     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-009-0330-5     Document Type: Article

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