Semidefinite Programming For Chance Constrained Optimization Over Semialgebraic Sets
نویسندگان
چکیده
منابع مشابه
Semidefinite Programming For Chance Constrained Optimization Over Semialgebraic Sets
In this paper, “chance optimization” problems are introduced, where one aims at maximizing the probability of a set defined by polynomial inequalities. These problems are, in general, nonconvex and computationally hard. With the objective of developing systematic numerical procedures to solve such problems, a sequence of convex relaxations based on the theory of measures and moments is provided...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2015
ISSN: 1052-6234,1095-7189
DOI: 10.1137/140958736