Zun-Quan Xia
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View article: Inexact SA Method for Constrained Stochastic Convex SDP and Application in Chinese Stock Market
Inexact SA Method for Constrained Stochastic Convex SDP and Application in Chinese Stock Market Open
We propose stochastic convex semidefinite programs (SCSDPs) to handle uncertain data in applications. For these models, we design an efficient inexact stochastic approximation (SA) method and prove the convergence, complexity, and robust t…