2 citations · 2 across the 1 of their papers we have counts for
6 papers
On Distributionally Robust Multistage Convex Optimization: New Algorithms and Complexity Analysis
Shixuan Zhang, Xu Andy Sun
This paper presents an algorithmic study and complexity analysis for solving distributionally robust multistage convex optimization (DR-MCO) problems. Our main contribution is a no…
On Distributionally Robust Multistage Convex Optimization: Data-driven Models and Performance
Shixuan Zhang, Xu Andy Sun
This paper presents a novel algorithmic study with extensive numerical experiments of distributionally robust multistage convex optimization (DR-MCO). Following the previous work o…
Moment Relaxations for Data-Driven Wasserstein Distributionally Robust Optimization
Shixuan Zhang, Suhan Zhong
We propose moment relaxations for data-driven Wasserstein distributionally robust optimization problems. Conditions are identified to ensure asymptotic consistency of such relaxati…
Semigroups of Integer Points in Convex Cones
Grigoriy Blekherman, Jesús A. De Loera, Luze Xu +1
We study the question whether the affine semigroup of integer points in a convex cone can be finitely generated up to symmetries of the cone. We establish general properties of fin…
Integer Points in Arbitrary Convex Cones: The Case of the PSD and SOC Cones
Jesús A. De Loera, Brittney Marsters, Luze Xu +1
We investigate the semigroup of integer points inside a convex cone. We extend classical results in integer linear programming to integer conic programming. We show that the semigr…
Spurious local minima in nonconvex sum-of-squares optimization
Grigoriy Blekherman, Rainer Sinn, Mauricio Velasco +1
We study spurious second-order stationary points and local minima in a nonconvex low-rank formulation of sum-of-squares optimization on a real variety . We reformulate the probl…