Random Convex Programs

Random convex programs (RCPs) are convex optimization problems subject to a finite number N of random constraints. The optimal objective value ... of an RCP is thus a random variable. We study the probability with which ... is no longer optimal if a further random constraint is added to the problem...

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Vydané v:	SIAM journal on optimization Ročník 20; číslo 6; s. 3427 - 3464
Hlavný autor:	Calafiore, Giuseppe Carlo
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Philadelphia Society for Industrial and Applied Mathematics 01.01.2010
Predmet:	Approximation Beta Concentrates Convex analysis Feasibility Linear programming Mathematical analysis Mathematical problems Optimization Random variables Randomized algorithms Studies Upper bounds
ISSN:	1052-6234, 1095-7189
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