Reduced Vertex Set Result for Interval Semidefinite Optimization Problems
نویسندگان
چکیده
منابع مشابه
Reduced Vertex Set Result for Interval Semidefinite Optimization Problems
In this paper we propose a reduced vertex result for the robust solution of uncertain semidefinite optimization problems subject to interval uncertainty. If the number of decision variables is m and the size of the coefficient matrices in the linear matrix inequality constraints is n× n, a direct vertex approach would require satisfaction of 2n(m+1)(n+1)/2 vertex constraints: a huge number, eve...
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ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 2008
ISSN: 0022-3239,1573-2878
DOI: 10.1007/s10957-008-9423-1