@inproceedings{136420dd1c6943119aa06c7e965c2928,
title = "A sampling method to chance-constrained semidefinite optimization",
abstract = "Semidefinite programming has been widely studied for the last two decades. Semidefinite programs are linear programs with semidefinite constraint generally studied with deterministic data. In this paper, we deal with a stochastic semidefinte programs with chance constraints, which is a generalization of chance-constrained linear programs. Based on existing theoretical results, we develop a new sampling method to solve these chance constraints semidefinite problems. Numerical experiments are conducted to compare our results with the state-of-the-art and to show the strength of the sampling method.",
keywords = "Chance-constrained Programming, Sample Approximation, Semidefinite Program, Stochastic Programming",
author = "Chuan Xu and Jianqiang Cheng and Abdel Lisser",
note = "Publisher Copyright: Copyright {\textcopyright} 2015 SCITEPRESS - Science and Technology Publications All rights reserve.; 4th International Conference on Operations Research and Enterprise Systems, ICORES 2015 ; Conference date: 10-01-2015 Through 12-01-2015",
year = "2015",
doi = "10.5220/0005276400750081",
language = "English (US)",
series = "ICORES 2015 - 4th International Conference on Operations Research and Enterprise Systems, Proceedings",
publisher = "SciTePress",
pages = "75--81",
editor = "Begona Vitoriano and Parlier, {Greg H.}",
booktitle = "ICORES 2015 - 4th International Conference on Operations Research and Enterprise Systems, Proceedings",
}