Stochastic polynomial optimization. (3rd March 2020)
- Record Type:
- Journal Article
- Title:
- Stochastic polynomial optimization. (3rd March 2020)
- Main Title:
- Stochastic polynomial optimization
- Authors:
- Nie, Jiawang
Yang, Liu
Zhong, Suhan - Abstract:
- ABSTRACT: 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.
- Is Part Of:
- Optimization methods and software. Volume 35:Number 2(2020)
- Journal:
- Optimization methods and software
- Issue:
- Volume 35:Number 2(2020)
- Issue Display:
- Volume 35, Issue 2 (2020)
- Year:
- 2020
- Volume:
- 35
- Issue:
- 2
- Issue Sort Value:
- 2020-0035-0002-0000
- Page Start:
- 329
- Page End:
- 347
- Publication Date:
- 2020-03-03
- Subjects:
- Stochastic optimization -- polynomial -- moment-SOS relaxation -- semidefinite program
90C15 -- 90C22 -- 90C31 -- 65K05
Mathematical optimization -- Periodicals
Algorithms -- Periodicals
519.7 - Journal URLs:
- http://www.tandfonline.com/toc/goms20/current ↗
http://www.tandfonline.com/ ↗ - DOI:
- 10.1080/10556788.2019.1649672 ↗
- Languages:
- English
- ISSNs:
- 1055-6788
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 6275.120000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 12602.xml