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MP
2007
89views more  MP 2007»
13 years 8 months ago
Sums of random symmetric matrices and quadratic optimization under orthogonality constraints
Let Bi be deterministic real symmetric m × m matrices, and ξi be independent random scalars with zero mean and “of order of one” (e.g., ξi ∼ N(0, 1)). We are interested to...
Arkadi Nemirovski
INFORMS
2010
75views more  INFORMS 2010»
13 years 7 months ago
Nonconvex Robust Optimization for Problems with Constraints
Dimitris Bertsimas, Omid Nohadani, Kwong Meng Teo