Second-order cone programming: Difference between revisions

Revision as of 14:13, 28 July 2023

Revision as of 14:14, 28 July 2023

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We refer to second-order cone programs

as deterministic second-order cone programs since data defining them are deterministic.

Stochastic second-order cone programs are a class of optimization problems that are defined to handle uncertainty in data defining deterministic second-order cone programs.<ref>{{Cite journal |last=Alzalg |first=Baha M. |date=2012-10-01 |title=Stochastic second-order cone programming: Applications models |url=https://www.sciencedirect.com/science/article/pii/S0307904X11008547 |journal=Applied Mathematical Modelling |language=en |volume=36 |issue=10 |pages=5122–5134 |doi=10.1016/j.apm.2011.12.053 |issn=0307-904X}}</ref>

==Solvers and scripting (programming) languages==

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==References==

{{reflist}}

[[Category:Optimization algorithms and methods]]

[[Category:Convex optimization]]