Exact dual semi-definite programs for affinely adjustable robust SOS-convex polynomial optimization problems
DOI10.1080/02331934.2021.1902521OpenAlexW3160251953MaRDI QIDQ5045170FDOQ5045170
Authors: Thai Doan Chuong, G. Li, D. Woolnough, V. Jeyakumar 
Publication date: 4 November 2022
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331934.2021.1902521
Recommendations
- Robust SOS-convex polynomial optimization problems: exact SDP relaxations
- Tight SDP relaxations for a class of robust SOS-convex polynomial programs without the Slater condition
- Exact SDP reformulations of adjustable robust linear programs with box uncertainties under separable quadratic decision rules via SOS representations of non-negativity
- Generalized Farkas lemma with adjustable variables and two-stage robust linear programs
- Sums of squares polynomial program reformulations for adjustable robust linear optimization problems with separable polynomial decision rules
linear matrix inequalitiesadjustable robust optimizationrobust convex optimizationSOS-convex polynomialsexact conic duals
Numerical optimization and variational techniques (65K10) Convex programming (90C25) Multi-objective and goal programming (90C29)
Cites Work
- SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
- Title not available (Why is that?)
- Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
- Convex Analysis
- Graph implementations for nonsmooth convex programs
- Theory and applications of robust optimization
- Robust optimization
- Sums of squares, moment matrices and optimization over polynomials
- On general minimax theorems
- Robust convex optimization
- A convex polynomial that is not sos-convex
- Adjustable robust solutions of uncertain linear programs
- Generating random vectors uniformly distributed inside and on the surface of different regions
- Robust convex quadratically constrained programs
- Some geometric results in semidefinite programming
- Exact second-order cone programming relaxations for some nonconvex minimax quadratic optimization problems
- Semidefinite representation of convex sets
- A complete characterization of the gap between convexity and sos-convexity
- Polynomial optimization, sums of squares, and applications
- On the approximability of adjustable robust convex optimization under uncertainty
- Deriving robust counterparts of nonlinear uncertain inequalities
- Robust SOS-convex polynomial optimization problems: exact SDP relaxations
- SOS-convex semialgebraic programs and its applications to robust optimization: a tractable class of nonsmooth convex optimization
- Tight SDP relaxations for a class of robust SOS-convex polynomial programs without the Slater condition
- When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent?
Cited In (9)
- Generalized Farkas lemma with adjustable variables and two-stage robust linear programs
- Robust SOS-convex polynomial optimization problems: exact SDP relaxations
- Tight SDP relaxations for a class of robust SOS-convex polynomial programs without the Slater condition
- Characterizing a class of robust vector polynomial optimization via sum of squares conditions
- Exact SDP reformulations of adjustable robust linear programs with box uncertainties under separable quadratic decision rules via SOS representations of non-negativity
- Sums of squares polynomial program reformulations for adjustable robust linear optimization problems with separable polynomial decision rules
- Exact SDP reformulations for adjustable robust quadratic optimization with affine decision rules
- A distributional Farkas' lemma and moment optimization problems with no-gap dual semi-definite programs
- Quadratically adjustable robust linear optimization with inexact data via generalized S-lemma: exact second-order cone program reformulations
Uses Software
This page was built for publication: Exact dual semi-definite programs for affinely adjustable robust SOS-convex polynomial optimization problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5045170)
