Stochastic polynomial optimization
From MaRDI portal
Publication:5210742
DOI10.1080/10556788.2019.1649672zbMath1428.90107arXiv1908.05689OpenAlexW2969457913MaRDI QIDQ5210742
No author found.
Publication date: 21 January 2020
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1908.05689
Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Optimality conditions and finite convergence of Lasserre's hierarchy
- Sample approximation technique for mixed-integer stochastic programming problems with several chance constraints
- Handbook of simulation optimization
- The \(\mathcal A\)-truncated \(K\)-moment problem
- Linear optimization with cones of moments and nonnegative polynomials
- Semidefinite representation of convex sets
- Semidefinite representations for finite varieties
- Semidefinite characterization and computation of zero-dimensional real radical ideals
- The law of large numbers with a continuum of i.i.d. random variables
- Sample-path optimization of convex stochastic performance functions
- Semidefinite programming relaxations for semialgebraic problems
- The sample average approximation method applied to stochastic routing problems: a computational study
- A semidefinite approach for truncated \(K\)-moment problems
- Certifying convergence of Lasserre's hierarchy via flat truncation
- A stochastic programming approach for supply chain network design under uncertainty
- Convergence theory for nonconvex stochastic programming with an application to mixed logit
- The empirical behavior of sampling methods for stochastic programming
- Global Optimization with Polynomials and the Problem of Moments
- Lectures on Modern Convex Optimization
- The Sample Average Approximation Method for Stochastic Discrete Optimization
- Polynomial Optimization with Real Varieties
- An Introduction to Polynomial and Semi-Algebraic Optimization
- On the Lasserre Hierarchy of Semidefinite Programming Relaxations of Convex Polynomial Optimization Problems
- GloptiPoly 3: moments, optimization and semidefinite programming
- A Sample Approximation Approach for Optimization with Probabilistic Constraints
- Lectures on Stochastic Programming
- Convexity in SemiAlgebraic Geometry and Polynomial Optimization
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
- Detecting Global Optimality and Extracting Solutions in GloptiPoly
- Analysis of Sample-Path Optimization
- Semidefinite Optimization and Convex Algebraic Geometry
- Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming
- Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization
