Distributed Random Convex Programming via Constraints Consensus
This paper discusses distributed approaches for the solution of random convex programs (RCPs). RCPs are convex optimization problems with a (usually large) number $N$ of randomly extracted constraints; they arise in several application areas, especially in the context of decision-making under uncert...
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| Published in: | SIAM journal on control and optimization Vol. 52; no. 1; pp. 629 - 662 |
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| Main Authors: | , , , |
| Format: | Journal Article |
| Language: | English |
| Published: |
Philadelphia
Society for Industrial and Applied Mathematics
01.01.2014
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| Subjects: | |
| ISSN: | 0363-0129, 1095-7138 |
| Online Access: | Get full text |
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