Asymptotic behaviors of semidefinite programming with a covariance perturbation

Ming Jie Gao, Ka Fai Cedric Yiu. Asymptotic behaviors of semidefinite programming with a covariance perturbation. Optimization Letters, 13(7):1631-1649, 2019. [doi]

Authors

Ming Jie Gao

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Ka Fai Cedric Yiu

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