报告地点：行健楼学术活动室526

邀请人：孙海琳教授

Abstract：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.

报告人简介：钟粟晗，上海交通大学长聘教轨副教授。本科毕业于西安交通大学，博士毕业于美国加州大学圣地亚哥分校，后在美国德州农工大学进行博士后研究。其主要研究方向为双层优化、随机优化及多项式优化。受到国家海外高层次人才计划、上海市白玉兰青年人才等项目资助。