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Stochastic Polynomial Optimization

2019-12-19 16:00

报告人: Nie Jiawang

报告人单位: UCSD

时间: 2019-12-19 16:00-17:00

地点: 卫津路校区14-202

开始时间: 16:00

报告人简介: 教授

年: 2019

日月: 12.19

This paper studies stochastic optimization problems with polynomials. We propose an optimization model with sample averages and perturbations. The Lasserre type Moment-SOS relaxations are used to solve the sample average optimization. Properties of the optimization and its relaxations are studied. Numerical experiments are presented.


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