Alzalg, Baha; Gafour, Asma Convergence of a weighted barrier algorithm for stochastic convex quadratic semidefinite optimization. (English) Zbl 1517.90086 J. Optim. Theory Appl. 196, No. 2, 490-515 (2023). MSC: 90C15 90C20 90C22 90C25 90C51 PDFBibTeX XMLCite \textit{B. Alzalg} and \textit{A. Gafour}, J. Optim. Theory Appl. 196, No. 2, 490--515 (2023; Zbl 1517.90086) Full Text: DOI
Claus, Matthias; Schultz, Rüdiger; Spürkel, Kai; Wollenberg, Tobias On risk-averse stochastic semidefinite programs with continuous recourse. (English) Zbl 1434.90105 Vietnam J. Math. 47, No. 4, 865-879 (2019). MSC: 90C15 90C22 90C31 PDFBibTeX XMLCite \textit{M. Claus} et al., Vietnam J. Math. 47, No. 4, 865--879 (2019; Zbl 1434.90105) Full Text: DOI arXiv