Codes


1. Semidefinite Programming For Chance Constrained Optimization Over Semialgebraic Sets

Dual and Primal Chance Optimization Problems:    1) Example 1      2) Code  

Illustrative Example:   1) Example 2     2) Chance Optimization - GloptiPoly Code       3) Chance Optimization - SeDuMi Code

Orthogonal Chance Optimization      1) Chebyshev Based SeDuMi Code

First-order augmented Lagrangian algorithm 1) Chance Optimization-First Order        




2. Convex Constrained Semialgebraic Volume Optimization: Application in System and Control

1) Example 1      2) Code