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...

Full description

Saved in:

Bibliographic Details
Published in:	SIAM journal on optimization Vol. 20; no. 6; pp. 3427 - 3464
Main Author:	Calafiore, Giuseppe Carlo
Format:	Journal Article
Language:	English
Published:	Philadelphia Society for Industrial and Applied Mathematics 01.01.2010
Subjects:	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
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!

Be the first to leave a comment!