2 papers
math.NA2026
A q-Tsallis Safe Approximation for Chance-Constrained Programs
Sergio Assunção Monteiro, Fabricio Alves Barbosa da Silva
Classical chance-constrained programs are solved by safe approximations based on the empirical CVaR, which uses a uniform measure over scenarios and systematically underweights tai…
math.OC2026
A Perturbed q-Tsallis Self-Concordant Barrier for Spectrally Robust Semidefinite Programming
Sergio Assuncao Monteiro, Fabricio Alves Barbosa da Silva
We introduce and analyse a perturbed -Tsallis barrier for semidefinite programming (SDP), defined as a spectral perturbation of the classical log-det barrier on the cone of posi…