2 papers
math.OC2026
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…
math.OC2024
Piecewise SOS-Convex Moment Optimization and Applications via Exact Semi-Definite Programs
Queenie Yingkun Huang, Vaithilingam Jeyakumar, Guoyin Li
This paper presents exact Semi-Definite Program (SDP) reformulations for infinite-dimensional moment optimization problems involving a new class of piecewise Sum-of-Squares (SOS)-c…