4 papers
Convergent Lifted Lasserre Hierarchy of SDPs for Minimizing Expectation of Piecewise Polynomial Loss over Wasserstein Balls
N. D. Dizon, Q. Y. Huang, T. D. Chuong +2
This paper investigates the minimization of the expectation of piecewise polynomial loss functions over Wasserstein balls. This optimization problem often appears as a key sub-prob…
Non-subdifferentiability optimality and mean value theorems via new relative subdifferentials
Vo Duc Thinh, Thai Doan Chuong, Xiaolong Qin
Motivated by the optimality principles for non-subdifferentiable optimization problems, we introduce new relative subdifferentials and examine some properties for relatively lower…
A Bounded Degree Lasserre Hierarchy with SOCP Relaxations for Global Polynomial Optimization and Applications
T. D Chuong, V. Jeyakumar, G. Li
In this paper, we propose a new convergent conic programming hierarchy of relaxations involving both semi-definite cone and second-order cone constraints for solving nonconvex poly…
Robust Global Solutions of Bilevel Polynomial Optimization Problems with Uncertain Linear Constraints
T. D. Chuong, V. Jeyakumar
This paper studies, for the first time, a bilevel polynomial program whose constraints involve uncertain linear constraints and another uncertain linear optimization problem. In th…