A “Joint+Marginal” Approach to Parametric Polynomial Optimization

DOI10.1137/090759240zbMath1204.65067arXiv0905.2497OpenAlexW2036726769WikidataQ93667531 ScholiaQ93667531MaRDI QIDQ3058519

Jean-Bernard Lasserre

Publication date: 3 December 2010

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0905.2497

zbMATH Keywords

convergencesemidefinite relaxationsmaximum entropy methodsparametric and polynomial optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Sensitivity, stability, parametric optimization (90C31) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)

Related Items (14)

Distributionally robust mixed integer linear programs: persistency models with applications ⋮ Semidefinite Approximations of Projections and Polynomial Images of SemiAlgebraic Sets ⋮ Computing generalized Nash equilibria by polynomial programming ⋮ A ``joint + marginal heuristic for 0/1 programs ⋮ An algorithm for semi-infinite polynomial optimization ⋮ A new scheme for approximating the weakly efficient solution set of vector rational optimization problems ⋮ Least Squares Approximation to the Distribution of Project Completion Times with Gaussian Uncertainty ⋮ A utopia point method-based robust vector polynomial optimization scheme ⋮ Min-max and robust polynomial optimization ⋮ Distributionally robust polynomial chance-constraints under mixture ambiguity sets ⋮ Approximating Pareto curves using semidefinite relaxations ⋮ Convergent Semidefinite Programming Relaxations for Global Bilevel Polynomial Optimization Problems ⋮ A “Joint+Marginal” Approach in Optimization ⋮ Time-Varying Semidefinite Programs

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