{"id":"https://openalex.org/W1510793184","doi":"https://doi.org/10.1137/140958736","title":"Semidefinite Programming For Chance Constrained Optimization Over Semialgebraic Sets","display_name":"Semidefinite Programming For Chance Constrained Optimization Over Semialgebraic Sets","publication_year":2015,"publication_date":"2015-01-01","ids":{"openalex":"https://openalex.org/W1510793184","doi":"https://doi.org/10.1137/140958736","mag":"1510793184"},"language":"en","primary_location":{"id":"doi:10.1137/140958736","is_oa":false,"landing_page_url":"https://doi.org/10.1137/140958736","pdf_url":null,"source":{"id":"https://openalex.org/S928796702","display_name":"SIAM Journal on Optimization","issn_l":"1052-6234","issn":["1052-6234","1095-7189"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Optimization","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5039991188","display_name":"Ashkan Jasour","orcid":"https://orcid.org/0000-0002-4530-8311"},"institutions":[{"id":"https://openalex.org/I130769515","display_name":"Pennsylvania State University","ror":"https://ror.org/04p491231","country_code":"US","type":"education","lineage":["https://openalex.org/I130769515"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"A. M. Jasour","raw_affiliation_strings":["Pennsylvania State Univ#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Pennsylvania State Univ#TAB#","institution_ids":["https://openalex.org/I130769515"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5076553434","display_name":"Necdet Serhat Aybat","orcid":"https://orcid.org/0000-0002-9839-9894"},"institutions":[{"id":"https://openalex.org/I4210153103","display_name":"Marcus (United States)","ror":"https://ror.org/04rcck644","country_code":"US","type":"company","lineage":["https://openalex.org/I4210153103"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"N. S. Aybat","raw_affiliation_strings":["Marcus Department of Industrial and Manufacturing Engineering"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Marcus Department of Industrial and Manufacturing Engineering","institution_ids":["https://openalex.org/I4210153103"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5035668981","display_name":"Constantino Lagoa","orcid":"https://orcid.org/0000-0001-6871-3240"},"institutions":[{"id":"https://openalex.org/I130769515","display_name":"Pennsylvania State University","ror":"https://ror.org/04p491231","country_code":"US","type":"education","lineage":["https://openalex.org/I130769515"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"C. M. Lagoa","raw_affiliation_strings":["EE Department, The Pennsylvania State University, PA, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"EE Department, The Pennsylvania State University, PA, USA","institution_ids":["https://openalex.org/I130769515"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":2.5431,"has_fulltext":false,"cited_by_count":46,"citation_normalized_percentile":{"value":0.91850176,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":"25","issue":"3","first_page":"1411","last_page":"1440"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9988999962806702,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9988999962806702,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10963","display_name":"Advanced Optimization Algorithms Research","score":0.996399998664856,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10848","display_name":"Advanced Multi-Objective Optimization Algorithms","score":0.9954000115394592,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/semidefinite-programming","display_name":"Semidefinite programming","score":0.8491882681846619},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7926647663116455},{"id":"https://openalex.org/keywords/sequence","display_name":"Sequence (biology)","score":0.6641645431518555},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6504618525505066},{"id":"https://openalex.org/keywords/dimension","display_name":"Dimension (graph theory)","score":0.5714797973632812},{"id":"https://openalex.org/keywords/convex-optimization","display_name":"Convex optimization","score":0.5189237594604492},{"id":"https://openalex.org/keywords/semidefinite-embedding","display_name":"Semidefinite embedding","score":0.4580809473991394},{"id":"https://openalex.org/keywords/regular-polygon","display_name":"Regular polygon","score":0.450314998626709},{"id":"https://openalex.org/keywords/optimization-problem","display_name":"Optimization problem","score":0.44810763001441956},{"id":"https://openalex.org/keywords/set","display_name":"Set (abstract data type)","score":0.43371209502220154},{"id":"https://openalex.org/keywords/augmented-lagrangian-method","display_name":"Augmented Lagrangian method","score":0.426937460899353},{"id":"https://openalex.org/keywords/feasible-region","display_name":"Feasible region","score":0.4253157079219818},{"id":"https://openalex.org/keywords/quadratically-constrained-quadratic-program","display_name":"Quadratically constrained quadratic program","score":0.19206342101097107},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.1714123785495758},{"id":"https://openalex.org/keywords/quadratic-programming","display_name":"Quadratic programming","score":0.16784977912902832},{"id":"https://openalex.org/keywords/combinatorics","display_name":"Combinatorics","score":0.14795318245887756}],"concepts":[{"id":"https://openalex.org/C101901036","wikidata":"https://www.wikidata.org/wiki/Q2269096","display_name":"Semidefinite programming","level":2,"score":0.8491882681846619},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7926647663116455},{"id":"https://openalex.org/C2778112365","wikidata":"https://www.wikidata.org/wiki/Q3511065","display_name":"Sequence (biology)","level":2,"score":0.6641645431518555},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6504618525505066},{"id":"https://openalex.org/C33676613","wikidata":"https://www.wikidata.org/wiki/Q13415176","display_name":"Dimension (graph theory)","level":2,"score":0.5714797973632812},{"id":"https://openalex.org/C157972887","wikidata":"https://www.wikidata.org/wiki/Q463359","display_name":"Convex optimization","level":3,"score":0.5189237594604492},{"id":"https://openalex.org/C206818286","wikidata":"https://www.wikidata.org/wiki/Q7449403","display_name":"Semidefinite embedding","level":4,"score":0.4580809473991394},{"id":"https://openalex.org/C112680207","wikidata":"https://www.wikidata.org/wiki/Q714886","display_name":"Regular polygon","level":2,"score":0.450314998626709},{"id":"https://openalex.org/C137836250","wikidata":"https://www.wikidata.org/wiki/Q984063","display_name":"Optimization problem","level":2,"score":0.44810763001441956},{"id":"https://openalex.org/C177264268","wikidata":"https://www.wikidata.org/wiki/Q1514741","display_name":"Set (abstract data type)","level":2,"score":0.43371209502220154},{"id":"https://openalex.org/C150452318","wikidata":"https://www.wikidata.org/wiki/Q4820432","display_name":"Augmented Lagrangian method","level":2,"score":0.426937460899353},{"id":"https://openalex.org/C177067428","wikidata":"https://www.wikidata.org/wiki/Q17013331","display_name":"Feasible region","level":2,"score":0.4253157079219818},{"id":"https://openalex.org/C65148998","wikidata":"https://www.wikidata.org/wiki/Q7268373","display_name":"Quadratically constrained quadratic program","level":3,"score":0.19206342101097107},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.1714123785495758},{"id":"https://openalex.org/C81845259","wikidata":"https://www.wikidata.org/wiki/Q290117","display_name":"Quadratic programming","level":2,"score":0.16784977912902832},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.14795318245887756},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C54355233","wikidata":"https://www.wikidata.org/wiki/Q7162","display_name":"Genetics","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1137/140958736","is_oa":false,"landing_page_url":"https://doi.org/10.1137/140958736","pdf_url":null,"source":{"id":"https://openalex.org/S928796702","display_name":"SIAM Journal on Optimization","issn_l":"1052-6234","issn":["1052-6234","1095-7189"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Optimization","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":37,"referenced_works":["https://openalex.org/W1954718630","https://openalex.org/W1967344706","https://openalex.org/W1967729795","https://openalex.org/W1995285162","https://openalex.org/W1999131722","https://openalex.org/W2003777645","https://openalex.org/W2009835388","https://openalex.org/W2014838276","https://openalex.org/W2016403269","https://openalex.org/W2017184882","https://openalex.org/W2019479063","https://openalex.org/W2031279008","https://openalex.org/W2033745948","https://openalex.org/W2036797440","https://openalex.org/W2055088712","https://openalex.org/W2062843008","https://openalex.org/W2069764498","https://openalex.org/W2071439977","https://openalex.org/W2083350518","https://openalex.org/W2090967418","https://openalex.org/W2092660864","https://openalex.org/W2096011304","https://openalex.org/W2097148013","https://openalex.org/W2099506495","https://openalex.org/W2100556411","https://openalex.org/W2117781171","https://openalex.org/W2118550318","https://openalex.org/W2118578357","https://openalex.org/W2122656899","https://openalex.org/W2130694104","https://openalex.org/W2146380167","https://openalex.org/W2150765347","https://openalex.org/W2156647734","https://openalex.org/W2159289433","https://openalex.org/W2167412190","https://openalex.org/W2167732364","https://openalex.org/W4255442211"],"related_works":["https://openalex.org/W2385886188","https://openalex.org/W3186516125","https://openalex.org/W2051421841","https://openalex.org/W4312206320","https://openalex.org/W2055649011","https://openalex.org/W2502765915","https://openalex.org/W1544933314","https://openalex.org/W2160052563","https://openalex.org/W4211243739","https://openalex.org/W2055413939"],"abstract_inverted_index":{"In":[0],"this":[1],"paper,":[2],"\u201cchance":[3],"optimization\u201d":[4],"problems":[5,23],"are":[6,116],"introduced,":[7],"where":[8],"one":[9],"aims":[10],"at":[11],"maximizing":[12],"the":[13,32,50,68,72,90,93,102,120,124],"probability":[14],"of":[15,34,45,52,60,71,80,83,92,123],"a":[16,43,78,107],"set":[17],"defined":[18],"by":[19],"polynomial":[20],"inequalities.":[21],"These":[22],"are,":[24],"in":[25],"general,":[26],"nonconvex":[27],"and":[28,54],"computationally":[29],"hard.":[30],"With":[31],"objective":[33],"developing":[35],"systematic":[36],"numerical":[37],"procedures":[38],"to":[39,65,67,99,118],"solve":[40,101],"such":[41],"problems,":[42],"sequence":[44,59,79],"convex":[46],"relaxations":[47],"based":[48],"on":[49],"theory":[51],"measures":[53],"moments":[55],"is":[56,63,112],"provided,":[57],"whose":[58],"optimal":[61,69],"values":[62],"shown":[64],"converge":[66],"value":[70],"original":[73,94],"problem.":[74,95],"Indeed,":[75],"we":[76],"provide":[77],"semidefinite":[81,105],"programs":[82],"increasing":[84],"dimension":[85],"which":[86],"can":[87],"arbitrarily":[88],"approximate":[89],"solution":[91],"To":[96],"be":[97],"able":[98],"efficiently":[100],"resulting":[103],"large-scale":[104],"relaxations,":[106],"first-order":[108],"augmented":[109],"Lagrangian":[110],"algorithm":[111],"implemented.":[113],"Numerical":[114],"examples":[115],"presented":[117],"illustrate":[119],"computational":[121],"performance":[122],"proposed":[125],"approach.":[126]},"counts_by_year":[{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":6},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":10},{"year":2020,"cited_by_count":6},{"year":2019,"cited_by_count":8},{"year":2018,"cited_by_count":5},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":1}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}