Scholarlink

<p>This paper studies distributionally robust optimization (DRO) with polynomial robust constraints. We give a Moment-SOS relaxation approach to solve the DRO. This reduces to solving linear conic optimization with semidefinite constraints. When the DRO problem is SOS-convex, we show that it is equivalent to the linear conic relaxation and it can be solved by the Moment-SOS algorithm. For nonconvex cases, we also give concrete conditions such that the DRO can be solved globally. Numerical experiments are given to show the efficiency of the method.</p>

错误：搜索内容不能为空，请输入英文关键词
错误：关键词超出字数限制，请精简
高级检索

Distributionally Robust Optimization with Polynomial Robust Constraints

  • 期刊论文

  • 发表日期：

    2025年5月23日

查看全文
  • Jiawang Nie,
  • Suhan Zhong

摘要

This paper studies distributionally robust optimization (DRO) with polynomial robust constraints. We give a Moment-SOS relaxation approach to solve the DRO. This reduces to solving linear conic optimization with semidefinite constraints. When the DRO problem is SOS-convex, we show that it is equivalent to the linear conic relaxation and it can be solved by the Moment-SOS algorithm. For nonconvex cases, we also give concrete conditions such that the DRO can be solved globally. Numerical experiments are given to show the efficiency of the method.