Stochastic Polynomial Optimization
Optimization and Control
2019-08-19 v1
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.
Cite
@article{arxiv.1908.05689,
title = {Stochastic Polynomial Optimization},
author = {Jiawang Nie and Liu Yang and Suhan Zhong},
journal= {arXiv preprint arXiv:1908.05689},
year = {2019}
}
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17 pages