Time-Varying Semidefinite Programs

Ahmadi, AA; El Khadir, B

Ahmadi, AA (corresponding author), Princeton Univ, Dept Operat Res & Financial Engn, Princeton, NJ 08544 USA.

MATHEMATICS OF OPERATIONS RESEARCH, 2021; 46 (3): 1054

Abstract

We study time-varying semidefinite programs (TV-SDPs), which are semidefinite programs whose data (and solutions) are functions of time. Our focus is ......

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