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math.OC2021
Exactness and Effective Degree Bound of Lasserre's Relaxation for Polynomial Optimization over Finite Variety
Zheng Hua, Zheng Qu
In this paper, we address the effective degree bound problem for Lasserre's hierarchy of moment-sum-of-squares (SOS) relaxations in polynomial optimization involving variables.…
math.OC2021
Entropic Regularization of the Nested Distance
Zheng Qu, Benoît Tran
In 2012, Pflug and Pichler proved, under regularity assumptions, that the value function in Multistage Stochastic Programming (MSP) is Lipschitz continuous w.r.t. the Nested Distan…