Stochastic Separated Continuous Conic Programming: Strong Duality and a Solution Method

We study a new class of optimization problems called stochastic separated continuous conic programming (SSCCP). SSCCP is an extension to the optimization model called separated continuous conic programming (SCCP) which has applications in robust optimization and sign-constrained linear-quadratic con...

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Vydané v:	Mathematical problems in engineering Ročník 2014; číslo 1
Hlavný autor:	Wang, Xiaoqing
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	New York Hindawi Publishing Corporation 01.01.2014 John Wiley & Sons, Inc
Predmet:	Algorithms Approximation Conics Discretization Euclidean space Linear programming Mathematical analysis Mathematical models Mathematical problems Optimization Optimization models Polynomials Programming Random variables Robust control Stochasticity
ISSN:	1024-123X, 1563-5147
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