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比利时vs摩洛哥足彩
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比利时vs摩洛哥足彩
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university of california san diego
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math 278c: optimization and data science
prof. suhan zhong
taxus a&m university
chance constrained optimization with polynomial perturbation
abstract:
we study a robust approximation method for solving a class of chance constrained optimization problems. the constraints are assumed to be polynomial in the random vector. a semidefinite relaxation algorithm is proposed for solving this kind of problem. its asymptotic and finite convergence are proven under some mild assumptions.
host: jiawang nie
may 24, 2023
3:00 pm
apm 7321
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