带有多项式鲁棒约束的分部鲁棒优化问题

2026.06.20

投稿:邵奋芬部门:理学院浏览次数:

活动信息

报告题目 (Title):Distributionally robust optimization with polynomial robust constraints(带有多项式鲁棒约束的分部鲁棒优化问题)

报告人 (Speaker):钟粟晗(上海交通大学)

报告时间 (Time):2026年6月19日(周五) 10:00

报告地点 (Place):宝山校区F309

邀请人(Inviter):周安娃

主办部门:理学院数学系

报告摘要:We propose a Moment-SOS relaxation approach to solve distributionally robust optimization (DRO) with polynomial robust constraints. This reduces to solving linear conic optimization with semidefinite constraints. When the DRO problem is SOS-convex, we show that it is equivalent to the linear conic relaxation and it can be solved by the Moment-SOS algorithm. For nonconvex cases, we also give concrete conditions such that the DRO can be solved globally.