Distributed Random Convex Programming via Constraints Consensus
نویسندگان
چکیده
منابع مشابه
Distributed Random Convex Programming via Constraints Consensus
This paper discusses distributed approaches for the solution of random convex programs (RCP). RCPs are convex optimization problems with a (usually large) number N of randomly extracted constraints; they arise in several applicative areas, especially in the context of decision under uncertainty, see [2, 3]. We here consider a setup in which instances of the random constraints (the scenario) are...
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ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 2014
ISSN: 0363-0129,1095-7138
DOI: 10.1137/120885796