Ahmadreza Marandi

A numerical evaluation of the bounded degree sum-of-squares hierarchy of Lasserre, Toh, and Yang on the pooling problem

  • Joachim Dahl
  • Etienne de Klerk
  • Ahmadreza Marandi
    • Categories Nonlinear Optimization, Semi-definite Programming Tags , , ,

    The bounded degree sum-of-squares (BSOS) hierarchy of Lasserre, Toh, and Yang [EURO J. Comput. Optim., 2015] constructs lower bounds for a general polynomial optimization problem with compact feasible set, by solving a sequence of semi-definite programming (SDP) problems. Lasserre, Toh, and Yang prove that these lower bounds converge to the optimal value of the original … Read more

    When are static and adjustable robust optimization with constraint-wise uncertainty equivalent?

  • Dick den Hertog
  • Ahmadreza Marandi
    • Categories Robust Optimization Tags , , ,

    Adjustable Robust Optimization (ARO) yields, in general, better worst-case solutions than static Robust Optimization (RO). However, ARO is computationally more difficult than RO. In this paper, we derive conditions under which the worst-case objective values of ARO and RO problems are equal. We prove that if the uncertainty is constraint-wise and the adjustable variables lie … Read more