汇报标题 (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)
汇报人 (Speaker):钟粟晗(上海交通大学)
汇报功夫 (Time):2026年6月19日(周五) 10:00
汇报地址 (Place):宝山校区F309
约请人(Inviter):周安娃
主办部门:理学院数学系
汇报提要: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.