Sequential Randomized Algorithms for Robust Convex Optimization

Sequential randomized algorithms are considered for robust convex optimization which minimizes a linear objective function subject to a parameter dependent convex constraint. Employing convex optimization and random sampling of parameter, these algorithms enable us to obtain a suboptimal solution wi...

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Vydané v:	IEEE transactions on automatic control Ročník 60; číslo 12; s. 3356 - 3361
Hlavní autori:	Wada, Takayuki, Fujisaki, Yasumasa
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	New York IEEE 01.12.2015 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Predmet:	Convex functions Ellipsoids Linear programming Optimization Optimization algorithms Probabilistic logic Randomized algorithms Robust control Robustness Upper bound Optimization algorithms robust control randomized algorithms
ISSN:	0018-9286, 1558-2523
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