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math.OC2023
Distributionally Robust Optimization with Polynomial Robust Constraints
Jiawang Nie, Suhan Zhong
This paper studies distributionally robust optimization (DRO) with polynomial robust constraints. We give a Moment-SOS relaxation approach to solve the DRO. This reduces to solving…
math.OC2023
Partial Lagrange Multiplier Expressions and Disjunctive Decompositions for Bilevel Optimization
Jiawang Nie, Jane J. Ye, Suhan Zhong
This paper studies bilevel polynomial optimization in which lower-level constraint functions depend linearly on lower-level variables. We show that such bilevel program can be refo…
math.OC2023
Polynomial Optimization Relaxations for Generalized Semi-Infinite Programs
Xiaomeng Hu, Jiawang Nie
This paper studies generalized semi-infinite programs (GSIPs) given by polynomials. We propose a hierarchy of polynomial optimization relaxations to solve them. They are based on L…