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Received Aug 4, 2017; Revised Nov 17, 2017; Accepted Dec 13, 2017
This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
1. Introduction
In this paper, we propose a class of optimization problems called stochastic convex semidefinite programs (SCSDPs):
SCSDPs may be viewed as an extension of the following stochastic models:
(1) Stochastic (Linear) Semidefinite Programs (SLSDPs) ([1–5])
(2) Stochastic Convex Quadratic Semidefinite Programs (SCQSDPs)