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A Preliminary Set of Applications Leading to
Stochastic Semidefinite Programs and
Chance-Constrained Semidefinite Programs
K. A. Ariyawansa
and Yuntao Zhu
Abstract
Ariyawansa and Zhu have recently introduced (two-stage) stochastic semidefinite programs
(with recourse) (SSDPs) [2] and chance-constrained semidefinite programs (CCSDPs) [3] as
paradigms for dealing with uncertainty in applications leading to semidefinite programs. Semidef-
inite programs have been the subject of intense research during the past 15 years, and one of
the reasons for this research activity is the novelty and variety of applications of semidefinite
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