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...

Full description

Bibliographic Details

Published in:	IEEE transactions on automatic control Vol. 60; no. 12; pp. 3356 - 3361
Main Authors:	Wada, Takayuki, Fujisaki, Yasumasa
Format:	Journal Article
Language:	English
Published:	New York IEEE 01.12.2015 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:	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
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!