Towards global solutions for nonconvex two-stage stochastic programs: a polynomial lower approximation approach
From MaRDI portal
Publication:6622759
DOI10.1137/23m1615516MaRDI QIDQ6622759
Suhan Zhong, Jia-Wang Nie, Ying Cui
Publication date: 22 October 2024
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Polynomial optimization (90C23)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Optimality conditions and finite convergence of Lasserre's hierarchy
- Consumer environmental awareness and competition in two-stage supply chains
- Approximation algorithms for supply chain planning and logistics problems with market choice
- Supply location and transportation planning for hurricanes: a two-stage stochastic programming framework
- Lagrangean relaxation. (With comments and rejoinder).
- Decision-dependent probabilities in stochastic programs with recourse
- A regularized smoothing method for fully parameterized convex problems with applications to convex and nonconvex two-stage stochastic programming
- Piecewise affine parameterized value-function based bilevel non-cooperative games
- Loss functions for finite sets
- Global Optimization with Polynomials and the Problem of Moments
- Stochastic Network Interdiction
- Semidefinite Approximations of the Polynomial Abscissa
- Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems
- Sensitivity Analysis of the Value Function for Parametric Mathematical Programs with Equilibrium Constraints
- Introduction to Stochastic Programming
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- GloptiPoly 3: moments, optimization and semidefinite programming
- Lectures on Stochastic Programming
- Lagrange multipliers and subderivatives of optimal value functions in nonlinear programming
- Differential properties of the marginal function in mathematical programming
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
- Detecting Global Optimality and Extracting Solutions in GloptiPoly
- Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse
- The Moment-SOS Hierarchy
- Modern Nonconvex Nondifferentiable Optimization
- Inner Approximations for Polynomial Matrix Inequalities and Robust Stability Regions
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
- Homogenization for polynomial optimization with unbounded sets
- A hierarchy of spectral relaxations for polynomial optimization
- Moment and Polynomial Optimization
- A Correlatively Sparse Lagrange Multiplier Expression Relaxation for Polynomial Optimization
- A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions
This page was built for publication: Towards global solutions for nonconvex two-stage stochastic programs: a polynomial lower approximation approach