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
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…