@inproceedings{5608fc2676604eb4b85931f42e65610b,
title = "Stochastic semidefinite optimization using sampling methods",
abstract = "This paper deals with stochastic semidefinite chance constrained problems. Semidefinite optimization generalizes linear programs, and generally solves deterministic optimization. We propose a new sampling method to solve chance constrained semidefinite optimization problems. Numerical results are given in order to compare the performances of our approach to the state-of-the-art.",
keywords = "Chance-constrained programming, Linear matrix inequalities, Sample approximation, Semidefinite program, Stochastic programming",
author = "Chuan Xu and Jianqiang Cheng and Abdel Lisser",
note = "Publisher Copyright: {\textcopyright} Springer International Publishing Switzerland 2015.; 4th International Conference on Operations Research and Enterprise Systems, ICORES 2015 ; Conference date: 10-01-2015 Through 12-01-2015",
year = "2015",
doi = "10.1007/978-3-319-27680-9_6",
language = "English (US)",
isbn = "9783319276793",
series = "Communications in Computer and Information Science",
publisher = "Springer-Verlag",
pages = "93--103",
editor = "{de Werra}, Dominique and Bego{\~n}a Vitoriano and Parlier, {Greg H.}",
booktitle = "Operations Research and Enterprise Systems - 4th International Conference, ICORES 2015, Revised Selected Papers",
}