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Stochastic polynomial optimization
Optimization Methods & Software ( IF 2.2 ) Pub Date : 2019-08-22 , DOI: 10.1080/10556788.2019.1649672
Jiawang Nie 1 , Liu Yang 2 , Suhan Zhong 1
Affiliation  

This paper studies stochastic optimization problems with polynomials. We propose an optimization model with sample averages and perturbations. The Lasserre-type Moment-SOS relaxations are used to solve the sample average optimization. Properties of the optimization and its relaxations are studied. Numerical experiments are presented.



中文翻译:

随机多项式优化

本文研究多项式的随机优化问题。我们提出一个具有样本平均值和扰动的优化模型。Lasserre型矩SOS松弛用于求解样本平均优化。研究了优化的性质及其松弛。提出了数值实验。

更新日期:2020-04-23
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