Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/93902
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dc.contributorDepartment of Applied Mathematics-
dc.creatorGao, MJen_US
dc.creatorYiu, KFCen_US
dc.date.accessioned2022-08-03T01:24:08Z-
dc.date.available2022-08-03T01:24:08Z-
dc.identifier.issn1862-4472en_US
dc.identifier.urihttp://hdl.handle.net/10397/93902-
dc.language.isoenen_US
dc.publisherSpringeren_US
dc.rights© Springer-Verlag GmbH Germany, part of Springer Nature 2018en_US
dc.rightsThis version of the article has been accepted for publication, after peer review (when applicable) and is subject to Springer Nature’s AM terms of use (https://www.springernature.com/gp/open-research/policies/accepted-manuscript-terms), but is not the Version of Record and does not reflect post-acceptance improvements, or any corrections. The Version of Record is available online at: http://dx.doi.org/10.1007/s11590-018-1346-7en_US
dc.subjectAsymptoticen_US
dc.subjectLaw of the iterated logarithmen_US
dc.subjectMinimum trace factor analysisen_US
dc.subjectModerate deviationsen_US
dc.subjectPerturbationen_US
dc.subjectSemidefinite programmingen_US
dc.titleAsymptotic behaviors of semidefinite programming with a covariance perturbationen_US
dc.typeJournal/Magazine Articleen_US
dc.identifier.spage1631en_US
dc.identifier.epage1649en_US
dc.identifier.volume13en_US
dc.identifier.issue7en_US
dc.identifier.doi10.1007/s11590-018-1346-7en_US
dcterms.abstractIn this paper, we study asymptotic behaviors of semidefinite programming with a covariance perturbation. We obtain some moderate deviations, Cramér-type moderate deviations and a law of the iterated logarithm of estimates of the respective optimal value and optimal solutions when the covariance matrix is estimated by its sample covariance. As an example, we also apply the main results to the Minimum Trace factor Analysis.-
dcterms.accessRightsopen accessen_US
dcterms.bibliographicCitationOptimization letters, Oct. 2019, v. 13, no. 7, p. 1631-1649en_US
dcterms.isPartOfOptimization lettersen_US
dcterms.issued2019-10-
dc.identifier.scopus2-s2.0-85055741711-
dc.identifier.eissn1862-4480en_US
dc.description.validate202208 bcfc-
dc.description.oaAccepted Manuscripten_US
dc.identifier.FolderNumberAMA-0254-
dc.description.fundingSourceRGCen_US
dc.description.fundingSourceOthersen_US
dc.description.fundingTextPolyUen_US
dc.description.pubStatusPublisheden_US
dc.identifier.OPUS24336494-
dc.description.oaCategoryGreen (AAM)en_US
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